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
$m$	81
$α$	0.1342	18.77
$β$	0.4274	18.48
$γ$	0.1161	7.54
$λ_{1}$	2.0581	0.41
$λ_{2}$	0.5802	0.38
$λ_{3}$	0.0000	0.00

V-Lab

McMillan Shakespeare Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:25.83% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses