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
$m$	61
$α$	0.0949	11.90
$β$	0.7800	49.11
$γ$	-0.0121	-1.39
$λ_{1}$	0.0149	1.18
$λ_{2}$	0.0127	1.87
$λ_{3}$	0.9790	78.47

V-Lab

Aurizon Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.91% (-1.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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