Orica Ltd MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.74% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2396 | 15.55 | |
| 0.2242 | 33.18 | |
| 0.6915 | 153.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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