S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2894	18.33
$α$	0.3174	26.11
$β$	0.8332	89.06
$γ$	-0.0435	-4.22

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McMillan Shakespeare Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.31% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses