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
$m$	51
$α$	0.0968	15.09
$β$	0.5755	36.63
$γ$	0.0419	3.87
$λ_{1}$	0.0069	0.31
$λ_{2}$	0.0047	0.68
$λ_{3}$	0.9935	77.60

V-Lab

IRESS Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.75% (-2.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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