Orica Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.12% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5389 | 21.32 | |
| 0.2323 | 24.81 | |
| 0.5958 | 43.34 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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