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
$ω$	1.0907	5.51
$α$	0.2080	6.49
$β$	0.5780	10.94
$γ_{1}$	0.0133	0.39
$γ_{2}$	0.0018	0.04
$γ_{3}$	-0.0482	-1.62
$γ_{4}$	0.0942	3.61
$γ_{5}$	-0.1407	-4.04
$γ_{6}$	0.1498	3.56
$γ_{7}$	-0.1246	-2.51
$γ_{8}$	0.0841	1.53
$γ_{9}$	-0.0831	-1.44

V-Lab

Orica Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.83% (+7.26%)

Date Range:

Parameter Estimates

News Impact Curve

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