S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8807	21.47
$α$	0.1284	13.02
$β$	0.6603	57.58
$γ$	0.0976	4.24

V-Lab

McMillan Shakespeare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.80% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses