South32 Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.36% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0875 | 11.73 | |
| 0.1551 | 20.73 | |
| 0.9505 | 250.14 | |
| -0.0459 | -5.58 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
News Impact Curve
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