S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.7367	9.47
$α$	0.1157	26.24
$β$	0.9646	266.61
$ν$	5.3091	9.16

V-Lab

Pengana International Equities Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.92% (-0.81%)

Date Range:

Parameter Estimates

Other Pengana International Equities Ltd Analyses