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
$α$	0.2019	17.51
$β$	0.5425	25.98
$γ$	-0.0017	-0.12
$λ_{1}$	0.2234	0.56
$λ_{2}$	0.0163	1.34
$λ_{3}$	0.9760	48.57

V-Lab

FAR Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.47% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

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