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
$α$	0.0999	13.92
$β$	0.7135	47.96
$γ$	0.0598	5.57
$λ_{1}$	0.2709	2.26
$λ_{2}$	0.0321	4.09
$λ_{3}$	0.9615	93.67

V-Lab

EVZ Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:60.18% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EVZ Limited Analyses