Orora Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.60% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2924 | 10.44 | |
| 0.0095 | 3.37 | |
| 0.8556 | 105.66 | |
| 0.0861 | 6.83 |
Estimation Period:
Dec 18, 2013 to Feb 20, 2026
Dec 18, 2013 to Feb 20, 2026
News Impact Curve
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