Santos Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.95% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 15.64 | |
| 0.0257 | 16.45 | |
| 0.9416 | 476.26 | |
| 0.0413 | 11.03 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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