Sovereign Metals Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:67.25% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2279 | 3.82 | |
| 0.0143 | 8.49 | |
| 0.9561 | 524.46 | |
| 0.0491 | 8.77 |
Estimation Period:
Jan 22, 2007 to Feb 6, 2026
Jan 22, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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