S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8507	243.91
$γ$	0.1603	44.58
$λ_{1}$	0.0101	3.73
$λ_{2}$	0.0794	4.15
$λ_{3}$	0.9065	39.93

V-Lab

Australian Stock Exchange All Ordinaries Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:13.35% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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