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
$α$	0.1562	14.37
$β$	0.5260	13.60
$γ$	0.0949	3.61
$λ_{1}$	0.3615	1.02
$λ_{2}$	0.1037	1.97
$λ_{3}$	0.8923	15.69

V-Lab

Next Science Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:46.57% (-5.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Next Science Limited Analyses