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
$α$	0.1470	4.59
$β$	0.0000	0.00
$γ$	0.0690	2.86
$λ_{1}$	6.0926	0.45
$λ_{2}$	0.7974	0.58
$λ_{3}$	0.0000	0.00

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Pro-Pac Packaging Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:82.51% (-29.14%)

Date Range:

Parameter Estimates

News Impact Curve

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