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
$m$	46
$α$	0.1287	13.68
$β$	0.6656	20.17
$γ$	-0.0695	-4.91
$λ_{1}$	0.9659	0.19
$λ_{2}$	0.2338	0.20
$λ_{3}$	0.5421	0.23

V-Lab

Pengana Private Equity Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.12% (+0.67%)

Date Range:

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