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
$m$	21
$α$	0.1483	28.55
$β$	0.7151	79.62
$γ$	0.0223	3.33
$λ_{1}$	0.0022	4.79
$λ_{2}$	0.0205	10.81
$λ_{3}$	0.9777	467.78

V-Lab

Australian Foundation Investment Co Ltd/Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:15.01% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Foundation Investment Co Ltd/Fund Analyses