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
$α$	0.1395	3.84
$β$	0.4142	6.65
$γ$	-0.1012	-3.03
$λ_{1}$	2.6792	0.28
$λ_{2}$	0.0923	0.35
$λ_{3}$	0.8619	1.99

V-Lab

AusQuest Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:103.04% (-3.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AusQuest Limited Analyses