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
$m$	76
$α$	0.0000	0.00
$β$	0.8551	246.58
$γ$	0.1592	45.71
$λ_{1}$	0.0098	5.06
$λ_{2}$	0.0773	7.54
$λ_{3}$	0.9095	72.71

V-Lab

S&P/ASX 200 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:12.37% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses