S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9340	22.53
$α$	0.1820	22.32
$β$	0.6397	56.59
$γ$	0.3343	5.70

V-Lab

McMillan Shakespeare Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.94% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses