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
$m$	36
$α$	0.1232	16.38
$β$	0.6375	26.06
$γ$	0.0887	6.17
$λ_{1}$	10.0000	1.39
$λ_{2}$	0.3722	1.55
$λ_{3}$	0.5449	1.79

V-Lab

Peppermint Innovation Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:228.35% (-5.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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