South32 Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.77% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3630 | 9.50 | |
| 0.0617 | 11.54 | |
| 0.9582 | 236.83 | |
| 7.3477 | 1.84 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
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