South32 Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.98% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0393 | 8.90 | |
| 0.8005 | 74.02 | |
| 0.0677 | 6.94 | |
| 0.7668 | 0.40 | |
| 0.1718 | 0.41 | |
| 0.6713 | 0.81 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
News Impact Curve
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