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
$ω$	1.9423	7.91
$α$	0.2135	5.80
$β$	0.4771	7.61
$γ_{1}$	0.3392	4.35
$γ_{2}$	-0.5257	-4.43
$γ_{3}$	0.3288	4.26
$γ_{4}$	-0.2665	-2.96
$γ_{5}$	0.2456	2.20
$γ_{6}$	-0.1887	-1.81
$γ_{7}$	0.0809	1.00
$γ_{8}$	-0.0123	-0.23

V-Lab

McMillan Shakespeare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:27.37% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses