V-Lab
Orica Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:20.45% (+0.48%)
Analysis last updated: Saturday, April 13, 2024 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5855 | 21.11 | |
| 0.2166 | 15.39 | |
| 0.5825 | 40.49 | |
| 0.0381 | 2.01 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024