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
$m$	56
$α$	0.1223	21.88
$β$	0.7642	64.49
$γ$	-0.0288	-3.01
$λ_{1}$	0.0298	2.14
$λ_{2}$	0.0530	3.98
$λ_{3}$	0.9441	68.46

V-Lab

NGE Capital Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.25% (-1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGE Capital Limited Analyses