S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2906	18.32
$α$	0.3184	26.19
$β$	0.8325	88.66
$γ$	-0.0438	-4.24

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McMillan Shakespeare Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.30% (-1.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses