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
$ω$	0.0768	20.16
$α$	0.1062	34.50
$β$	0.8773	249.38
$γ$	0.3838	20.10
$δ$	1.2067	31.73

V-Lab

Macquarie Group Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.00% (+3.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses