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
$m$	96
$α$	0.3108	14.06
$β$	0.2972	8.71
$γ$	-0.1422	-3.94
$λ_{1}$	0.5052	0.36
$λ_{2}$	0.0359	0.43
$λ_{3}$	0.9473	7.37

V-Lab

Gumtree Australia Markets Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:81.90% (-12.76%)

Date Range:

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News Impact Curve

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