South32 Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.60% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6287 | 7.94 | |
| 0.0617 | 15.08 | |
| 0.9683 | 180.96 | |
| 7.0239 | 2.32 |
Estimation Period:
May 18, 2015 to Feb 13, 2026
May 18, 2015 to Feb 13, 2026
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