V-Lab
Orica Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:22.46% (+2.83%)
Analysis last updated: Thursday, April 18, 2024 at 07:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1980 | 15.34 | |
| 0.3508 | 31.17 | |
| 0.8194 | 71.39 | |
| -0.0257 | -3.70 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024