V-Lab: BlueScope Steel Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

BlueScope Steel Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.58% (-0.50%)

Analysis last updated: Friday, April 19, 2024 at 08:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0557	5.34
$α$	0.0595	16.38
$β$	0.9819	284.68
$ν$	6	3.98

Estimation Period:
Jul 15, 2002 to Apr 12, 2024