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
$m$	71
$α$	0.0660	20.39
$β$	0.7820	126.74
$γ$	0.0758	17.65
$λ_{1}$	0.0760	3.00
$λ_{2}$	0.1911	3.71
$λ_{3}$	0.7721	12.01

V-Lab

ANZ Group Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.00% (-2.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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