Sibanye-Stillwater Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.57% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1699 | 3.30 | |
| 0.1339 | 10.90 | |
| 0.8783 | 94.59 | |
| -0.0244 | -1.36 |
Estimation Period:
Feb 27, 2020 to Feb 13, 2026
Feb 27, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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