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
$m$	21
$α$	0.0978	12.41
$β$	0.4690	21.81
$γ$	0.0561	5.95
$λ_{1}$	0.0086	0.57
$λ_{2}$	0.0133	1.58
$λ_{3}$	0.9849	103.82

V-Lab

Sims Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.92% (+4.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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