S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.0888	6.65
$α$	0.0786	30.42
$β$	0.9811	314.95
$ν$	5.4837	7.70

V-Lab

Macquarie Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.05% (-0.92%)

Date Range:

Parameter Estimates

Other Macquarie Group Ltd Analyses