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
$ω$	0.4597	21.57
$α$	0.1198	30.09
$β$	0.8438	186.57

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McPherson's Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:59.21% (+3.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses