S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0752	23.74
$β$	0.8943	165.47
$γ$	-0.0019	-0.35
$λ_{1}$	0.0204	9.61
$λ_{2}$	0.0390	8.55
$λ_{3}$	0.9540	182.10

V-Lab

Abacus Group MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:21.23% (+1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses