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
$m$	46
$α$	0.1552	15.27
$β$	0.6780	45.54
$γ$	-0.0579	-3.67
$λ_{1}$	0.1758	0.86
$λ_{2}$	0.0384	1.26
$λ_{3}$	0.9585	29.60

V-Lab

Marmota Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:162.81% (-2.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marmota Limited Analyses