Orica Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.08% (+7.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5420 | 21.42 | |
| 0.2331 | 24.86 | |
| 0.5940 | 43.15 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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