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
$ω$	1.1814	5.59
$α$	0.0944	3.05
$β$	0.1930	1.10
$γ_{1}$	-0.0170	-0.04
$γ_{2}$	-0.0277	-0.05
$γ_{3}$	-0.0431	-0.11
$γ_{4}$	0.8043	2.34
$γ_{5}$	-1.7012	-4.58
$γ_{6}$	1.5569	3.16
$γ_{7}$	-0.4902	-0.90
$γ_{8}$	-0.4602	-0.82
$γ_{9}$	0.5499	1.41

V-Lab

Orora Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.12% (-6.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orora Ltd Analyses