V-Lab: Sandfire Resources Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Sandfire Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:32.13% (-0.82%)

Analysis last updated: Thursday, May 2, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.2376	6.15
$α$	0.0559	49.98
$β$	0.9962	2062.61
$ν$	5	13.65

Estimation Period:
Mar 4, 2004 to Apr 26, 2024