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
$ω$	1.1834	5.59
$α$	0.0975	3.09
$β$	0.1825	1.07
$γ_{1}$	-0.0182	-0.05
$γ_{2}$	-0.0256	-0.04
$γ_{3}$	-0.0441	-0.11
$γ_{4}$	0.8028	2.33
$γ_{5}$	-1.6965	-4.56
$γ_{6}$	1.5474	3.13
$γ_{7}$	-0.4684	-0.85
$γ_{8}$	-0.5098	-0.91
$γ_{9}$	0.6094	1.56

V-Lab

Orora Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:33.83% (+11.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orora Ltd Analyses