V-Lab
BHP Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:19.77% (+1.15%)
Analysis last updated: Thursday, April 18, 2024 at 08:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 15.77 | |
| 0.0363 | 16.91 | |
| 0.9347 | 554.40 | |
| 0.0395 | 8.28 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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