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
$m$	66
$α$	0.1192	16.95
$β$	0.5471	36.75
$γ$	0.1127	8.99
$λ_{1}$	0.0300	1.43
$λ_{2}$	0.0337	2.36
$λ_{3}$	0.9598	54.99

V-Lab

Computershare Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.10% (+4.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses