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
$m$	126
$α$	0.0723	21.94
$β$	0.8246	161.33
$γ$	0.0567	12.90
$λ_{1}$	0.0253	3.46
$λ_{2}$	0.0623	3.48
$λ_{3}$	0.9221	40.61

V-Lab

Commonwealth Bank of Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.23% (+14.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses