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
$m$	46
$α$	0.0941	12.68
$β$	0.7165	35.65
$γ$	0.1062	7.35
$λ_{1}$	0.4604	2.34
$λ_{2}$	0.0450	4.13
$λ_{3}$	0.9513	81.93

V-Lab

Talius Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:57.96% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Talius Group Ltd Analyses