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
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0600	600,350.00
$γ$	-0.1201	-1,200,500.00
$λ_{1}$	0.9179	28.38
$λ_{2}$	0.3812	25.22
$λ_{3}$	0.0000	0.00

V-Lab

WAM Capital Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:22.32% (-12.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Capital Ltd Analyses