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
$α$	0.1456	12.61
$β$	0.5743	5.22
$γ$	-0.0481	-2.95
$λ_{1}$	10.0000	0.23
$λ_{2}$	0.3030	0.20
$λ_{3}$	0.5116	0.22

V-Lab

DataWorks Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:163.83% (-10.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DataWorks Group Ltd Analyses