S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	126
$α$	0.1221	11.10
$β$	0.2954	7.62
$γ$	0.0839	3.89
$λ_{1}$	0.0542	0.22
$λ_{2}$	0.0228	0.28
$λ_{3}$	0.9643	6.62

V-Lab

Treasury Wine Estates Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:70.84% (+21.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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