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
$α$	0.0852	8.92
$β$	0.5394	19.32
$γ$	0.2717	11.22
$λ_{1}$	0.2295	0.44
$λ_{2}$	0.0194	0.44
$λ_{3}$	0.9539	9.16

V-Lab

Gentrack Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:36.68% (-2.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gentrack Group Limited Analyses