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
$α$	0.0770	7.88
$β$	0.8239	42.09
$γ$	-0.0031	-0.18
$λ_{1}$	5.8421	0.30
$λ_{2}$	0.0714	0.39
$λ_{3}$	0.8658	2.17

V-Lab

Emu NL MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:113.99% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Emu NL Analyses