South32 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.58% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2480 | 13.03 | |
| 0.0420 | 9.68 | |
| 0.8882 | 165.18 | |
| 0.0502 | 3.66 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
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