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
$m$	101
$α$	0.0313	10.89
$β$	0.7603	97.89
$γ$	0.1609	26.82
$λ_{1}$	0.1064	1.11
$λ_{2}$	0.1412	1.09
$λ_{3}$	0.8225	4.99

V-Lab

Macquarie Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.11% (+4.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses