South32 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.56% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5036 | 14.03 | |
| 0.0460 | 8.63 | |
| 0.8325 | 95.35 | |
| 0.0663 | 4.51 |
Estimation Period:
May 19, 2015 to Feb 13, 2026
May 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities