Sandfire Resources Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.40% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3127 | 6.37 | |
| 0.0656 | 6.43 | |
| 0.9024 | 54.15 | |
| -0.1720 | -4.99 | |
| 0.2867 | 5.61 | |
| -0.1457 | -3.95 | |
| 0.0485 | 1.22 | |
| -0.0633 | -1.03 |
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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