V-Lab: Santos Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Santos Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:22.97% (+0.41%)

Analysis last updated: Thursday, April 18, 2024 at 08:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7125	11.29
$α$	0.0601	6.63
$β$	0.9223	88.53
$γ_{1}$	-0.0006	-3.17

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts