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
$m$	41
$α$	0.0388	6.66
$β$	0.7339	50.49
$γ$	0.1563	12.77
$λ_{1}$	1.0124	2.12
$λ_{2}$	0.5718	8.79
$λ_{3}$	0.0000	0.00

V-Lab

L1 Long Short Fund Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.20% (+4.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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