Sandfire Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.17% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0647 | 7.84 | |
| 0.0279 | 15.08 | |
| 0.9465 | 555.45 | |
| 0.0439 | 11.11 |
Estimation Period:
Mar 4, 2004 to Feb 6, 2026
Mar 4, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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