V-Lab: Sandfire Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sandfire Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.27% (-0.59%)

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
$ω$	1.2062	5.73
$α$	0.0600	6.22
$β$	0.9140	60.25
$γ_{1}$	-0.2191	-4.93
$γ_{2}$	0.3505	5.34
$γ_{3}$	-0.1630	-3.47
$γ_{4}$	0.0485	1.14
$γ_{5}$	-0.0244	-0.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts