S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	11.6019	4.78
$α$	0.0893	26.37
$β$	0.9658	135.95
$ν$	2.8395	20.75

V-Lab

Pengana Capital Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:63.31% (+1.93%)

Date Range:

Parameter Estimates

Other Pengana Capital Group Ltd Analyses