S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2907	18.35
$α$	0.3182	26.17
$β$	0.8325	88.72
$γ$	-0.0436	-4.22

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McMillan Shakespeare Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.92% (-2.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses