S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.6543	11.07
$α$	0.0958	21.32
$β$	0.9472	179.69
$ν$	5.0286	7.09

V-Lab

Orica Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.72% (+3.42%)

Date Range:

Parameter Estimates

Other Orica Ltd Analyses