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
$α$	0.3426	16.75
$β$	0.4610	13.82
$γ$	-0.2057	-8.36
$λ_{1}$	6.3115	0.66
$λ_{2}$	0.0643	0.62
$λ_{3}$	0.7774	2.26

V-Lab

Aurora Labs Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:99.57% (-10.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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