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
$ω$	1.9636	7.99
$α$	0.2131	5.83
$β$	0.4750	7.56
$γ_{1}$	0.3497	4.49
$γ_{2}$	-0.5434	-4.58
$γ_{3}$	0.3429	4.44
$γ_{4}$	-0.2807	-3.12
$γ_{5}$	0.2636	2.36
$γ_{6}$	-0.2196	-2.08
$γ_{7}$	0.1426	1.59
$γ_{8}$	-0.1612	-1.22

V-Lab

McMillan Shakespeare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:23.25% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses