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
$m$	71
$α$	0.0823	19.95
$β$	0.8118	111.60
$γ$	0.0183	3.06
$λ_{1}$	0.2080	3.70
$λ_{2}$	0.8831	68.58
$λ_{3}$	0.0688	4.12

V-Lab

Cromwell Property Group MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:30.83% (+0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cromwell Property Group Analyses