Sandfire Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.65% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 4.15 | |
| 0.0934 | 35.65 | |
| 0.9992 | 2,090.30 | |
| -0.0384 | -14.54 |
Estimation Period:
Mar 4, 2004 to Feb 13, 2026
Mar 4, 2004 to Feb 13, 2026
News Impact Curve
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