V-Lab
Orica Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:22.82% (-1.92%)
Analysis last updated: Saturday, May 11, 2024 at 12:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5833 | 21.08 | |
| 0.2154 | 15.35 | |
| 0.5841 | 40.68 | |
| 0.0378 | 2.00 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024