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
$α$	0.0826	20.04
$β$	0.8123	112.36
$γ$	0.0173	2.92
$λ_{1}$	0.2066	3.69
$λ_{2}$	0.8824	68.75
$λ_{3}$	0.0705	4.16

V-Lab

Cromwell Property Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:28.11% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cromwell Property Group Analyses