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
$m$	101
$α$	0.1849	22.30
$β$	0.4522	20.19
$γ$	-0.1032	-11.63
$λ_{1}$	0.5183	0.48
$λ_{2}$	0.3923	0.57
$λ_{3}$	0.4840	0.50

V-Lab

GWA Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.66% (+3.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWA Group Ltd Analyses