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
$ω$	0.7196	5.59
$α$	0.0742	7.47
$β$	0.8593	52.43
$γ_{1}$	0.0165	0.55
$γ_{2}$	-0.0209	-0.51
$γ_{3}$	-0.0146	-0.53
$γ_{4}$	0.0727	2.47
$γ_{5}$	-0.1368	-3.56
$γ_{6}$	0.1483	3.66
$γ_{7}$	-0.0911	-2.94
$γ_{8}$	0.0293	1.44

V-Lab

Perpetual Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.07% (-1.14%)

Date Range:

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News Impact Curve

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