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
$α$	0.0752	23.75
$β$	0.8941	164.87
$γ$	-0.0014	-0.26
$λ_{1}$	0.0202	9.57
$λ_{2}$	0.0386	8.50
$λ_{3}$	0.9545	183.03

V-Lab

Abacus Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.40% (+3.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses