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
$m$	26
$α$	0.0833	9.00
$β$	0.4191	9.04
$γ$	0.1094	7.24
$λ_{1}$	8.3584	0.26
$λ_{2}$	0.1629	0.27
$λ_{3}$	0.4960	0.26

V-Lab

ABx Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:69.82% (-3.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABx Group Ltd Analyses