Orica Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.04% (+5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5380 | 21.32 | |
| 0.2320 | 24.81 | |
| 0.5963 | 43.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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