Orica Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.05% (+5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1789 | 16.44 | |
| 0.3436 | 32.92 | |
| 0.8335 | 84.31 | |
| -0.0287 | -4.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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