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
$ω$	0.9326	9.57
$α$	0.1723	18.55
$β$	0.6559	51.04
$γ$	0.1400	7.90
$δ$	2.0615	21.29

V-Lab

McMillan Shakespeare Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.85% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses