V-Lab: BHP Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

BHP Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:20.19% (+0.93%)

Analysis last updated: Thursday, April 18, 2024 at 08:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9272	9.33
$α$	0.0545	37.92
$β$	0.9913	871.89
$ν$	11	3.64

Estimation Period:
Jan 1, 1990 to Apr 12, 2024