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
$α$	0.0754	23.73
$β$	0.8943	166.29
$γ$	-0.0017	-0.31
$λ_{1}$	0.0200	9.46
$λ_{2}$	0.0380	8.38
$λ_{3}$	0.9553	183.14

V-Lab

Abacus Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:22.66% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses