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
$α$	0.0218	14.95
$β$	0.9424	529.76
$γ$	0.0539	21.44
$λ_{1}$	0.0170	9.10
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9914	1,090.65

V-Lab

GPT Group/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.49% (+2.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses