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
$m$	91
$α$	0.0549	8.26
$β$	0.7660	64.88
$γ$	0.1084	7.58
$λ_{1}$	2.2010	1.67
$λ_{2}$	0.5043	1.89
$λ_{3}$	0.2437	0.58

V-Lab

Microequities Asset Management Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:49.93% (-2.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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