BlueScope Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.78% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 3.56 | |
| 0.0456 | 13.51 | |
| 0.9920 | 799.34 | |
| -0.0360 | -10.79 |
Estimation Period:
Jul 15, 2002 to Feb 13, 2026
Jul 15, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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