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
$m$	116
$α$	0.1144	10.50
$β$	0.5023	16.63
$γ$	0.0768	3.31
$λ_{1}$	2.6365	0.12
$λ_{2}$	0.6704	0.11
$λ_{3}$	0.0000	0.00

V-Lab

HMC Capital Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:52.88% (-7.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HMC Capital Limited Analyses