Santos Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.74% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0243 | 12.04 | |
| 0.8813 | 139.11 | |
| 0.0687 | 15.21 | |
| 0.0234 | 2.68 | |
| 0.0293 | 3.06 | |
| 0.9644 | 79.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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