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
$ω$	1.0943	5.54
$α$	0.2111	6.50
$β$	0.5763	10.85
$γ_{1}$	0.0129	0.38
$γ_{2}$	0.0004	0.01
$γ_{3}$	-0.0420	-1.40
$γ_{4}$	0.0832	3.14
$γ_{5}$	-0.1268	-3.58
$γ_{6}$	0.1339	3.14
$γ_{7}$	-0.1035	-2.08
$γ_{8}$	0.0465	0.89
$γ_{9}$	0.0063	0.20

V-Lab

Orica Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.07% (+6.31%)

Date Range:

Parameter Estimates

News Impact Curve

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