S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	5.3245	9.48
$α$	0.1040	18.10
$β$	0.9105	101.00
$ν$	3.5329	9.28

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McMillan Shakespeare Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:27.77% (-1.62%)

Date Range:

Parameter Estimates

Other McMillan Shakespeare Ltd Analyses