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
$m$	61
$α$	0.1062	8.88
$β$	0.6436	33.77
$γ$	0.1785	10.30
$λ_{1}$	2.0670	0.24
$λ_{2}$	0.0082	0.15
$λ_{3}$	0.8689	1.50

V-Lab

GTN Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:62.46% (+5.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTN Limited Analyses