S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8805	21.49
$α$	0.1283	13.02
$β$	0.6607	57.63
$γ$	0.0971	4.23

V-Lab

McMillan Shakespeare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:31.85% (+0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses