S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9953	22.23
$α$	0.1937	21.24
$β$	0.6220	49.58

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McMillan Shakespeare Ltd GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:28.45% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses