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
$m$	126
$α$	0.1009	21.29
$β$	0.6884	67.62
$γ$	0.0977	10.48
$λ_{1}$	0.3235	1.67
$λ_{2}$	0.1014	2.21
$λ_{3}$	0.8756	14.42

V-Lab

Macmahon Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:61.22% (-3.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macmahon Holdings Ltd Analyses