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
$ω$	1.9454	7.90
$α$	0.2143	5.80
$β$	0.4774	7.63
$γ_{1}$	0.3406	4.35
$γ_{2}$	-0.5276	-4.43
$γ_{3}$	0.3297	4.23
$γ_{4}$	-0.2668	-2.91
$γ_{5}$	0.2444	2.17
$γ_{6}$	-0.1859	-1.78
$γ_{7}$	0.0785	0.97
$γ_{8}$	-0.0116	-0.21

V-Lab

McMillan Shakespeare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.76% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses