S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.3952	25.36
$α$	0.1289	18.55
$β$	0.8218	188.57
$γ$	0.0071	0.63

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Pengana Capital Group Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:61.09% (+2.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Capital Group Ltd Analyses