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
$α$	0.1586	21.09
$β$	0.5643	41.64
$γ$	0.0104	1.19
$λ_{1}$	0.0210	1.10
$λ_{2}$	0.0182	4.11
$λ_{3}$	0.9793	181.25

V-Lab

Capral Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.52% (+2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capral Ltd Analyses