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
$m$	31
$α$	0.2010	16.23
$β$	0.6774	33.51
$γ$	-0.0616	-5.08
$λ_{1}$	0.0778	2.90
$λ_{2}$	0.0966	3.65
$λ_{3}$	0.9034	34.57

V-Lab

PPK Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:63.71% (-3.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PPK Group Limited Analyses