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
$ω$	0.1889	16.97
$α$	0.0395	19.89
$β$	0.9155	353.19
$γ$	0.0623	9.74

V-Lab

McPherson's Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:57.16% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses