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
$m$	76
$α$	0.0000	0.00
$β$	0.8553	247.41
$γ$	0.1592	45.80
$λ_{1}$	0.0100	5.07
$λ_{2}$	0.0779	7.49
$λ_{3}$	0.9088	71.65

V-Lab

S&P/ASX 200 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:21.57% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses