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
$m$	126
$α$	0.0651	8.04
$β$	0.8784	61.81
$γ$	0.0287	3.13
$λ_{1}$	10.0000	0.07
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8361	0.40

V-Lab

Phosco Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:84.03% (+3.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phosco Ltd Analyses