V-Lab: Orica Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Orica Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.64% (-1.24%)

Analysis last updated: Saturday, May 11, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7176	10.69
$α$	0.0935	20.65
$β$	0.9483	175.02
$ν$	5	6.76

Estimation Period:
Jan 1, 1990 to May 3, 2024