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
$ω$	1.0654	8.22
$α$	0.1192	6.43
$β$	0.7664	21.00
$γ_{1}$	0.1565	2.81
$γ_{2}$	-0.1937	-2.23
$γ_{3}$	-0.0774	-1.23
$γ_{4}$	0.2646	3.76
$γ_{5}$	-0.2528	-3.27
$γ_{6}$	0.2275	2.99
$γ_{7}$	-0.2626	-3.79
$γ_{8}$	0.2337	2.77
$γ_{9}$	-0.1899	-1.89
$γ_{10}$	0.1507	1.86

V-Lab

Perenti Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.11% (-3.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Perenti Ltd Analyses