S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8515	244.05
$γ$	0.1592	44.39
$λ_{1}$	0.0099	3.73
$λ_{2}$	0.0786	4.17
$λ_{3}$	0.9074	40.47

V-Lab

Australian Stock Exchange All Ordinaries Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.41% (+6.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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