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
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	-0.0000	-0.00
$λ_{1}$	1.7075	17,075,020.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

V-Lab

WAM Active Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.06% (-15.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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