V-Lab: Sandfire Resources Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Sandfire Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.29% (-0.54%)

Analysis last updated: Thursday, May 16, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.1426	6.16
$α$	0.0554	49.96
$β$	0.9963	2075.54
$ν$	5	13.64

Estimation Period:
Mar 4, 2004 to May 10, 2024