S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.5369	21.91
$α$	0.2121	16.04
$β$	0.5954	44.48
$γ$	0.0452	2.51

V-Lab

Orica Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.61% (+6.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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