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
$α$	0.0727	17.49
$β$	0.6424	50.61
$γ$	0.1043	12.18
$λ_{1}$	0.0233	0.89
$λ_{2}$	0.0275	1.28
$λ_{3}$	0.9649	31.72

V-Lab

QBE Insurance Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.88% (-2.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QBE Insurance Group Ltd Analyses