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
$m$	21
$α$	0.1212	17.77
$β$	0.3057	15.99
$γ$	0.1638	11.60
$λ_{1}$	0.0218	0.89
$λ_{2}$	0.0115	1.31
$λ_{3}$	0.9853	91.74

V-Lab

Data#3 Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.97% (-3.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Data#3 Ltd Analyses