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
$α$	0.1252	19.58
$β$	0.7036	49.33
$γ$	0.0225	2.33
$λ_{1}$	0.0104	1.32
$λ_{2}$	0.0081	4.43
$λ_{3}$	0.9914	491.79

V-Lab

IDT Australia Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:57.55% (-1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IDT Australia Ltd Analyses