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
$m$	121
$α$	0.0000	0.01
$β$	0.9272	130.04
$γ$	0.0693	12.49
$λ_{1}$	5.2642	0.11
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

Qualitas Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:41.90% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Qualitas Ltd Analyses