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
$m$	46
$α$	0.0795	14.61
$β$	0.7243	48.55
$γ$	0.0533	7.63
$λ_{1}$	0.0694	2.01
$λ_{2}$	0.0548	2.50
$λ_{3}$	0.9320	32.63

V-Lab

Challenger Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.81% (-4.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Challenger Ltd/Australia Analyses