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
$α$	0.0640	13.37
$β$	0.6768	38.31
$γ$	0.1813	10.67
$λ_{1}$	0.0265	1.65
$λ_{2}$	0.0235	2.94
$λ_{3}$	0.9709	94.72

V-Lab

Dyno Nobel Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.01% (+0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses