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
$m$	126
$α$	0.0080	4.46
$β$	0.9233	201.47
$γ$	0.0736	14.49
$λ_{1}$	0.0214	2.15
$λ_{2}$	0.0219	3.36
$λ_{3}$	0.9737	113.62

V-Lab

SGH Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:29.29% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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