Santos Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:31.42% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 9.81 | |
| 0.0502 | 27.26 | |
| 0.9372 | 439.19 | |
| 0.5726 | 11.67 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities