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
$ω$	1.9667	7.97
$α$	0.2144	5.84
$β$	0.4748	7.58
$γ_{1}$	0.3510	4.49
$γ_{2}$	-0.5451	-4.58
$γ_{3}$	0.3432	4.41
$γ_{4}$	-0.2802	-3.06
$γ_{5}$	0.2619	2.31
$γ_{6}$	-0.2167	-2.05
$γ_{7}$	0.1402	1.56
$γ_{8}$	-0.1613	-1.20

V-Lab

McMillan Shakespeare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.53% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McMillan Shakespeare Ltd Analyses