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
$ω$	0.0352	17.60
$α$	0.2291	39.62
$β$	0.9545	411.61
$γ$	-0.0397	-5.68

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Pengana International Equities Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.53% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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