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
$α$	0.0184	6.50
$β$	0.9450	227.82
$γ$	0.0711	10.91
$λ_{1}$	0.9855	8.55
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9955	412.23

V-Lab

Pureprofile Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:68.67% (-1.52%)

Date Range:

Parameter Estimates

News Impact Curve

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