South32 Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.17% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0222 | 4.71 | |
| 0.6687 | 27.64 | |
| 0.1623 | 12.59 | |
| 0.3544 | 0.78 | |
| 0.0503 | 0.83 | |
| 0.8762 | 5.77 |
Estimation Period:
May 18, 2015 to Feb 6, 2026
May 18, 2015 to Feb 6, 2026
News Impact Curve
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