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	12.38
$β$	0.4642	21.55
$γ$	0.0584	6.18
$λ_{1}$	0.0086	0.57
$λ_{2}$	0.0134	1.58
$λ_{3}$	0.9849	103.69

V-Lab

Sims Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.25% (+0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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