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
$m$	36
$α$	0.2049	11.43
$β$	0.1337	4.09
$γ$	-0.0000	-0.00
$λ_{1}$	7.0137	0.71
$λ_{2}$	0.6201	1.38
$λ_{3}$	0.1801	0.30

V-Lab

archTIS Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:89.65% (-26.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other archTIS Limited Analyses