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
$α$	0.1217	11.00
$β$	0.5985	26.95
$γ$	0.0127	1.12
$λ_{1}$	0.0048	1.46
$λ_{2}$	0.0143	2.86
$λ_{3}$	0.9832	153.25

V-Lab

ASX Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.93% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASX Ltd Analyses