South32 Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.25% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0604 | 9.23 | |
| 0.6589 | 31.87 | |
| 0.0902 | 7.51 | |
| 0.0467 | 0.75 | |
| 0.0101 | 1.17 | |
| 0.9810 | 52.67 |
Estimation Period:
May 19, 2015 to Feb 6, 2026
May 19, 2015 to Feb 6, 2026
News Impact Curve
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