Orica Ltd MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.03% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2397 | 15.56 | |
| 0.2241 | 33.18 | |
| 0.6915 | 153.57 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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