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
$m$	126
$α$	0.0967	25.18
$β$	0.8450	173.73
$γ$	-0.0075	-1.32
$λ_{1}$	0.0064	5.42
$λ_{2}$	0.0164	5.53
$λ_{3}$	0.9795	270.72

V-Lab

Djerriwarrh Investments Ltd/Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.08% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Djerriwarrh Investments Ltd/Fund Analyses