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
$m$	21
$α$	0.0976	12.36
$β$	0.4609	21.42
$γ$	0.0609	6.44
$λ_{1}$	0.0086	0.57
$λ_{2}$	0.0134	1.58
$λ_{3}$	0.9849	103.83

V-Lab

Sims Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.66% (-4.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses