S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.2746	5.93
$α$	0.0895	12.77
$β$	0.9483	126.59
$ν$	4.0569	5.71

V-Lab

Michael Hill International Limited GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:59.44% (-1.18%)

Date Range:

Parameter Estimates

Other Michael Hill International Limited Analyses