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
$m$	71
$α$	0.0824	19.98
$β$	0.8118	111.63
$γ$	0.0182	3.04
$λ_{1}$	0.2074	3.70
$λ_{2}$	0.8821	68.55
$λ_{3}$	0.0702	4.17

V-Lab

Cromwell Property Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.81% (+1.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cromwell Property Group Analyses