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
$m$	101
$α$	0.2304	21.54
$β$	0.3795	18.96
$γ$	0.0073	0.50
$λ_{1}$	0.1725	0.79
$λ_{2}$	0.1556	0.88
$λ_{3}$	0.7853	3.06

V-Lab

Orica Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.19% (+2.34%)

Date Range:

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News Impact Curve

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