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
$ω$	1.0719	3.79
$α$	0.1286	7.04
$β$	0.7640	19.36
$γ_{1}$	-0.1673	-2.67
$γ_{2}$	0.3156	3.97
$γ_{3}$	-0.2578	-7.41
$γ_{4}$	0.1716	4.59
$γ_{5}$	-0.0603	-1.29
$γ_{6}$	-0.0264	-0.54
$γ_{7}$	0.0113	0.24
$γ_{8}$	0.0426	0.98
$γ_{9}$	-0.0382	-1.41

V-Lab

Macmahon Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.39% (+12.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macmahon Holdings Ltd Analyses