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
$m$	51
$α$	0.0974	15.02
$β$	0.5735	36.38
$γ$	0.0393	3.62
$λ_{1}$	0.0072	0.30
$λ_{2}$	0.0047	0.65
$λ_{3}$	0.9934	73.29

V-Lab

IRESS Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:34.20% (-3.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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