Santos Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.50% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 15.68 | |
| 0.0259 | 16.49 | |
| 0.9413 | 473.72 | |
| 0.0414 | 11.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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