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
$ω$	0.5482	22.64
$α$	0.2397	25.48
$β$	0.5850	44.47
$γ$	0.1617	3.82

V-Lab

Orica Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.51% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

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