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
$ω$	0.6838	6.08
$α$	0.1486	6.69
$β$	0.7286	20.44
$γ_{1}$	-0.0911	-3.13
$γ_{2}$	0.1001	2.20
$γ_{3}$	-0.0513	-1.29
$γ_{4}$	0.1421	3.36
$γ_{5}$	-0.2007	-3.70
$γ_{6}$	0.1837	2.78
$γ_{7}$	-0.1345	-2.16
$γ_{8}$	0.0745	1.24
$γ_{9}$	-0.0008	-0.01

V-Lab

McPherson's Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:71.45% (+2.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses