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
$ω$	1.1580	3.79
$α$	0.1207	5.57
$β$	0.6135	8.72
$γ_{1}$	0.1652	0.70
$γ_{2}$	-0.4771	-1.43
$γ_{3}$	0.5682	3.32
$γ_{4}$	-0.3592	-2.90
$γ_{5}$	0.0536	0.49
$γ_{6}$	0.2126	1.93
$γ_{7}$	-0.2094	-1.34
$γ_{8}$	0.1007	0.58
$γ_{9}$	-0.3016	-2.04
$γ_{10}$	0.4960	2.39

V-Lab

Magellan Financial Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.47% (+8.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magellan Financial Group Ltd Analyses