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
$α$	0.1224	0.44
$β$	0.0000	0.00
$γ$	-0.0739	-1.12
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.6491	0.60
$λ_{3}$	0.0802	0.01

V-Lab

Aureka Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:80.19% (+4.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aureka Ltd Analyses