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
$α$	0.2492	17.08
$β$	0.5628	19.84
$γ$	-0.1404	-8.30
$λ_{1}$	0.2374	1.10
$λ_{2}$	0.0642	2.31
$λ_{3}$	0.9337	34.83

V-Lab

AdAlta Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:199.03% (-4.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AdAlta Limited Analyses