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
$ω$	0.8517	7.55
$α$	0.0370	1.97
$β$	0.9083	18.82
$γ_{1}$	0.3308	2.27
$γ_{2}$	-0.5435	-2.10
$γ_{3}$	0.1009	0.36
$γ_{4}$	0.4636	1.95
$γ_{5}$	-0.7943	-1.76

V-Lab

Michael Hill International Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.60% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Michael Hill International Limited Analyses