Sandfire Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.71% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 4.06 | |
| 0.0923 | 35.65 | |
| 0.9992 | 2,103.59 | |
| -0.0385 | -14.68 |
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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