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
$ω$	1.0886	5.59
$α$	0.2122	6.53
$β$	0.5695	10.69
$γ_{1}$	0.0129	0.38
$γ_{2}$	0.0021	0.04
$γ_{3}$	-0.0478	-1.61
$γ_{4}$	0.0930	3.60
$γ_{5}$	-0.1385	-4.02
$γ_{6}$	0.1466	3.49
$γ_{7}$	-0.1202	-2.44
$γ_{8}$	0.0778	1.41
$γ_{9}$	-0.0704	-1.21

V-Lab

Orica Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:26.90% (+3.48%)

Date Range:

Parameter Estimates

News Impact Curve

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