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
$α$	0.1518	23.67
$β$	0.6227	40.16
$γ$	-0.0313	-3.66
$λ_{1}$	0.2641	1.82
$λ_{2}$	0.0338	3.78
$λ_{3}$	0.9620	95.46

V-Lab

Orcoda Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:91.42% (+0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orcoda Ltd Analyses