V-Lab
V-Lab

Orica Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:25.19% (+3.96%)

Analysis last updated: Wednesday, March 27, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orica Ltd S0GARCH
paramt-stat
ω1.05575.08
α0.21226.17
β0.56249.86
γ10.01060.21
γ2-0.0043-0.06
γ30.00470.11
γ4-0.0516-1.20
γ50.13313.07
γ6-0.2330-5.07
γ70.28124.59
γ8-0.2558-3.73
γ90.18072.90
γ10-0.0809-2.25
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts