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
$m$	76
$α$	0.0871	20.41
$β$	0.7175	57.51
$γ$	0.0484	6.20
$λ_{1}$	1.5743	2.17
$λ_{2}$	0.7736	6.18
$λ_{3}$	0.0000	0.00

V-Lab

Pengana Capital Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.58% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Capital Group Ltd Analyses