Orora Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2932 | 10.44 | |
| 0.0096 | 3.38 | |
| 0.8553 | 104.92 | |
| 0.0857 | 6.81 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities