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
$ω$	0.7163	5.92
$α$	0.1173	7.02
$β$	0.8141	36.44
$γ_{1}$	-0.0067	-0.09
$γ_{2}$	-0.0647	-0.50
$γ_{3}$	0.2190	2.54
$γ_{4}$	-0.2981	-5.00
$γ_{5}$	0.1982	4.00
$γ_{6}$	-0.0537	-1.14
$γ_{7}$	0.0380	0.73
$γ_{8}$	-0.0561	-1.00
$γ_{9}$	0.0298	0.68

V-Lab

Macquarie Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.42% (+1.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macquarie Group Ltd Analyses