S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8420	6.58
$α$	0.0829	4.69
$β$	0.7383	11.44
$γ_{1}$	-0.0004	-0.00
$γ_{2}$	0.0691	0.30
$γ_{3}$	-0.0773	-0.50
$γ_{4}$	-0.0845	-0.67
$γ_{5}$	0.0920	0.74
$γ_{6}$	0.1141	0.89
$γ_{7}$	-0.1810	-1.13
$γ_{8}$	-0.0738	-0.43
$γ_{9}$	0.4318	2.84
$γ_{10}$	-0.4353	-3.79

V-Lab

Percheron Therapeutics Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:119.65% (+2.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Percheron Therapeutics Ltd Analyses