S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0449	14.38
$α$	0.1844	36.96
$β$	0.9661	556.82
$γ$	-0.0685	-15.98

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Macquarie Group Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.61% (+3.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses