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
$m$	66
$α$	0.1959	16.21
$β$	0.5343	29.38
$γ$	-0.0412	-2.55
$λ_{1}$	8.4180	1.95
$λ_{2}$	0.8554	4.71
$λ_{3}$	0.0000	0.00

V-Lab

TZ Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:99.79% (-12.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TZ Limited Analyses