Orica Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.13% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1809 | 16.48 | |
| 0.3458 | 32.97 | |
| 0.8316 | 83.36 | |
| -0.0290 | -4.34 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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