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
$α$	0.0505	7.63
$β$	0.8573	70.32
$γ$	0.0597	5.92
$λ_{1}$	0.0850	1.16
$λ_{2}$	0.0084	1.47
$λ_{3}$	0.9790	62.38

V-Lab

Australian Finance Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:41.78% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Finance Group Limited Analyses