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
$α$	0.1990	19.07
$β$	0.4787	22.83
$γ$	-0.0395	-2.58
$λ_{1}$	0.2250	0.92
$λ_{2}$	0.0679	2.75
$λ_{3}$	0.9317	34.02

V-Lab

Jatcorp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:112.30% (-4.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jatcorp Ltd Analyses