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
$ω$	1.0792	8.48
$α$	0.1200	6.40
$β$	0.7601	20.19
$γ_{1}$	0.1631	2.97
$γ_{2}$	-0.1981	-2.31
$γ_{3}$	-0.0890	-1.44
$γ_{4}$	0.2872	4.14
$γ_{5}$	-0.2795	-3.68
$γ_{6}$	0.2528	3.38
$γ_{7}$	-0.2857	-4.11
$γ_{8}$	0.2600	2.96
$γ_{9}$	-0.2350	-2.04
$γ_{10}$	0.2658	1.77

V-Lab

Perenti Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:43.13% (-2.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Perenti Ltd Analyses