V-Lab
BHP Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.85% (+0.03%)
Analysis last updated: Friday, April 19, 2024 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 11.13 | |
| 0.1223 | 38.61 | |
| 0.9879 | 1377.82 | |
| -0.0385 | -11.35 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024