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
$m$	21
$α$	0.3203	21.66
$β$	0.3671	15.99
$γ$	-0.1953	-10.52
$λ_{1}$	0.1030	1.17
$λ_{2}$	0.0247	2.12
$λ_{3}$	0.9732	82.21

V-Lab

GWR Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:69.84% (-6.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWR Group Limited Analyses