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
$m$	41
$α$	0.2362	23.16
$β$	0.5677	43.26
$γ$	-0.0935	-6.56
$λ_{1}$	0.1195	2.66
$λ_{2}$	0.0451	4.12
$λ_{3}$	0.9470	69.67

V-Lab

Ariadne Australia Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:63.97% (-11.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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