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
$α$	0.0217	14.95
$β$	0.9427	530.48
$γ$	0.0537	21.54
$λ_{1}$	0.0171	9.16
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9913	1,081.02

V-Lab

GPT Group/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:26.80% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses