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
$m$	26
$α$	0.1939	16.75
$β$	0.4953	27.69
$γ$	0.1903	11.31
$λ_{1}$	0.0447	2.24
$λ_{2}$	0.0522	2.89
$λ_{3}$	0.9407	47.78

V-Lab

GrainCorp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:67.54% (-7.01%)

Date Range:

Parameter Estimates

News Impact Curve

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