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
$m$	66
$α$	0.2410	5.38
$β$	0.0530	1.61
$γ$	-0.1549	-4.87
$λ_{1}$	3.9953	0.19
$λ_{2}$	0.5102	0.19
$λ_{3}$	0.2522	0.06

V-Lab

Acrux Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:128.18% (+51.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses