Orica Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.47% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5429 | 22.08 | |
| 0.2132 | 16.10 | |
| 0.5919 | 44.11 | |
| 0.0464 | 2.56 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities