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
$ω$	1.0906	5.54
$α$	0.2139	6.55
$β$	0.5745	10.88
$γ_{1}$	0.0123	0.36
$γ_{2}$	0.0007	0.01
$γ_{3}$	-0.0410	-1.36
$γ_{4}$	0.0819	3.09
$γ_{5}$	-0.1259	-3.55
$γ_{6}$	0.1337	3.13
$γ_{7}$	-0.1040	-2.09
$γ_{8}$	0.0471	0.91
$γ_{9}$	0.0061	0.19

V-Lab

Orica Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:15.63% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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