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
$ω$	1.6843	5.85
$α$	0.1181	6.64
$β$	0.7554	19.31
$γ_{1}$	0.0151	0.22
$γ_{2}$	0.1498	1.49
$γ_{3}$	-0.3249	-4.25
$γ_{4}$	0.2981	3.85
$γ_{5}$	-0.2534	-3.70
$γ_{6}$	0.2083	3.27
$γ_{7}$	-0.2220	-3.05
$γ_{8}$	0.3480	3.71

V-Lab

Pengana Capital Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:51.54% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Capital Group Ltd Analyses