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
$ω$	0.0650	14.86
$α$	0.0620	28.75
$β$	0.9380	413.96
$γ$	0.3819	10.65
$δ$	1.1732	27.40

V-Lab

McPherson's Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.85% (+4.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses