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
$α$	0.0568	9.46
$β$	0.8894	116.00
$γ$	-0.0084	-1.44
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.9125	0.16
$λ_{3}$	0.0000	0.00

V-Lab

Hydrocarbon Dynamics Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:317.98% (-12.98%)

Date Range:

Parameter Estimates

News Impact Curve

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