V-Lab
BHP Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.93% (-0.13%)
Analysis last updated: Saturday, April 20, 2024 at 08:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8356 | 9.84 | |
| 0.0608 | 7.98 | |
| 0.9278 | 107.40 | |
| -0.0003 | -2.05 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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