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
$m$	101
$α$	0.2277	21.42
$β$	0.3930	19.47
$γ$	0.0051	0.36
$λ_{1}$	0.1636	0.80
$λ_{2}$	0.1491	0.90
$λ_{3}$	0.7948	3.31

V-Lab

Orica Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.58% (+6.75%)

Date Range:

Parameter Estimates

News Impact Curve

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