Sandfire Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.14% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 7.83 | |
| 0.0277 | 15.05 | |
| 0.9467 | 559.84 | |
| 0.0439 | 11.15 |
Estimation Period:
Mar 4, 2004 to Feb 13, 2026
Mar 4, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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