Sandfire Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.62% (+5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 7.74 | |
| 0.0273 | 14.97 | |
| 0.9471 | 561.75 | |
| 0.0438 | 11.17 |
Estimation Period:
Mar 4, 2004 to Jan 30, 2026
Mar 4, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Sandfire Resources Ltd Analyses
Other GJR-GARCH Analyses on International Equities