V-Lab
V-Lab
Orica Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:21.15% (-1.45%)

Analysis last updated: Saturday, April 20, 2024 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orica Ltd GARCH
paramt-stat
ω0.583520.58
α0.232723.84
β0.584839.87
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts