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
$α$	0.0813	13.68
$β$	0.8170	70.24
$γ$	0.0159	1.81
$λ_{1}$	0.1431	1.82
$λ_{2}$	0.0152	2.98
$λ_{3}$	0.9818	155.69

V-Lab

Critica Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:135.69% (-6.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses