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
$m$	71
$α$	0.2759	5.82
$β$	0.0000	0.00
$γ$	-0.1594	-3.83
$λ_{1}$	1.1631	0.07
$λ_{2}$	0.2246	0.08
$λ_{3}$	0.5825	0.10

V-Lab

Peter Warren Automotive Hold MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:37.22% (-9.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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