V-Lab
BHP Group Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:20.02% (+0.73%)
Analysis last updated: Thursday, April 18, 2024 at 08:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 17.84 | |
| 0.0600 | 32.89 | |
| 0.9309 | 477.12 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024