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
$α$	0.0073	4.12
$β$	0.9248	204.78
$γ$	0.0731	14.51
$λ_{1}$	0.0204	2.16
$λ_{2}$	0.0216	3.47
$λ_{3}$	0.9741	119.14

V-Lab

SGH Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.86% (+2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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