BHP Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.22% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 11.88 | |
| 0.1231 | 39.77 | |
| 0.9875 | 1,388.84 | |
| -0.0377 | -11.46 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities