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
$ω$	1.7024	5.61
$α$	0.1152	6.94
$β$	0.7763	22.35
$γ_{1}$	0.0217	0.31
$γ_{2}$	0.1339	1.28
$γ_{3}$	-0.3056	-3.80
$γ_{4}$	0.2775	3.40
$γ_{5}$	-0.2268	-3.18
$γ_{6}$	0.1622	2.51
$γ_{7}$	-0.1274	-1.85
$γ_{8}$	0.1001	1.85

V-Lab

Pengana Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:41.52% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Capital Group Ltd Analyses