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
$ω$	1.0741	5.56
$α$	0.2147	6.53
$β$	0.5666	10.54
$γ_{1}$	0.0110	0.33
$γ_{2}$	0.0015	0.03
$γ_{3}$	-0.0398	-1.33
$γ_{4}$	0.0799	3.06
$γ_{5}$	-0.1232	-3.52
$γ_{6}$	0.1305	3.08
$γ_{7}$	-0.1010	-2.06
$γ_{8}$	0.0454	0.88
$γ_{9}$	0.0063	0.20

V-Lab

Orica Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:28.48% (+3.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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