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
$m$	41
$α$	0.1812	20.99
$β$	0.5573	34.50
$γ$	-0.0122	-0.84
$λ_{1}$	0.0529	1.04
$λ_{2}$	0.0212	1.58
$λ_{3}$	0.9649	40.41

V-Lab

Reece Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:35.18% (-1.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reece Ltd Analyses