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
$ω$	0.1329	13.33
$α$	0.2097	17.97
$β$	0.9238	140.44
$γ$	-0.0129	-1.15

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Pengana Private Equity Trust EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.98% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Private Equity Trust Analyses