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
$m$	76
$α$	0.1499	25.40
$β$	0.7272	83.90
$γ$	-0.0112	-0.91
$λ_{1}$	0.0129	2.09
$λ_{2}$	0.0110	3.62
$λ_{3}$	0.9869	231.07

V-Lab

Reckon Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:47.40% (-4.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reckon Ltd Analyses