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
$m$	21
$α$	0.1884	1.92
$β$	0.1922	3.38
$γ$	-0.1745	-1.81
$λ_{1}$	10.0000	0.19
$λ_{2}$	0.1406	0.21
$λ_{3}$	0.5227	0.23

V-Lab

Novatti Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:79.45% (-5.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Novatti Group Limited Analyses