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
$m$	116
$α$	0.1088	11.44
$β$	0.5008	16.98
$γ$	0.0432	3.16
$λ_{1}$	1.0925	0.62
$λ_{2}$	0.2817	1.04
$λ_{3}$	0.6764	1.87

V-Lab

Cogstate Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:63.52% (+9.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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