S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1278	21.45
$α$	0.0495	18.06
$β$	0.8553	239.32
$γ$	0.1120	12.36

V-Lab

Macquarie Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.63% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses