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
$m$	66
$α$	0.1048	15.35
$β$	0.5759	23.29
$γ$	0.0834	7.16
$λ_{1}$	1.5610	0.41
$λ_{2}$	0.4367	0.38
$λ_{3}$	0.4096	0.27

V-Lab

McPherson's Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:70.62% (+1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses