S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8857	21.46
$α$	0.1286	13.01
$β$	0.6592	57.29
$γ$	0.0979	4.24

V-Lab

McMillan Shakespeare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:28.76% (-1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses