South32 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.17% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2697 | 12.01 | |
| 0.0295 | 8.46 | |
| 0.8808 | 134.01 | |
| 0.0808 | 5.73 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
News Impact Curve
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