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
$α$	0.0710	13.37
$β$	0.5579	32.11
$γ$	0.1008	11.08
$λ_{1}$	0.0076	0.68
$λ_{2}$	0.0094	2.04
$λ_{3}$	0.9885	151.58

V-Lab

ARB Corp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.30% (+0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ARB Corp Ltd Analyses