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
$m$	66
$α$	0.2402	5.39
$β$	0.0510	1.55
$γ$	-0.1524	-4.85
$λ_{1}$	4.0920	0.19
$λ_{2}$	0.5247	0.19
$λ_{3}$	0.2325	0.06

V-Lab

Acrux Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:66.39% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses