Santos Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.21% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0236 | 11.89 | |
| 0.8826 | 140.61 | |
| 0.0687 | 15.27 | |
| 0.0231 | 2.68 | |
| 0.0291 | 3.07 | |
| 0.9647 | 80.95 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities