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
$m$	96
$α$	0.0787	14.82
$β$	0.8693	150.03
$γ$	0.0640	9.65
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2469	0.04

V-Lab

Excelsior Capital Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.56% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Excelsior Capital Ltd Analyses