Sandfire Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.08% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 7.81 | |
| 0.0275 | 15.01 | |
| 0.9470 | 564.38 | |
| 0.0436 | 11.15 |
Estimation Period:
Mar 4, 2004 to Feb 20, 2026
Mar 4, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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