Santos Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.46% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 9.86 | |
| 0.0503 | 27.25 | |
| 0.9371 | 437.89 | |
| 0.5710 | 11.63 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities