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
$α$	0.1289	9.80
$β$	0.6637	28.66
$γ$	0.0472	2.86
$λ_{1}$	0.4324	2.22
$λ_{2}$	0.1020	4.09
$λ_{3}$	0.8980	36.16

V-Lab

Infotrust Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:70.85% (-6.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infotrust Ltd Analyses