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
$α$	0.1188	16.98
$β$	0.5509	37.39
$γ$	0.1130	9.04
$λ_{1}$	0.0296	1.45
$λ_{2}$	0.0332	2.41
$λ_{3}$	0.9605	57.09

V-Lab

Computershare Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:26.59% (-3.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses