V-Lab: Sandfire Resources Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sandfire Resources Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:37.21% (-2.32%)

Analysis last updated: Thursday, May 2, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0950	15.59
$β$	0.5513	17.49
$γ$	0.0418	4.63
$λ_{1}$	0.3703	0.88
$λ_{2}$	0.2429	1.11
$λ_{3}$	0.7259	2.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts