S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9327	22.55
$α$	0.1814	22.30
$β$	0.6402	56.68
$γ$	0.3320	5.65

V-Lab

McMillan Shakespeare Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:28.08% (-1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses