V-Lab
BlueScope Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:27.32% (-0.23%)
Analysis last updated: Wednesday, May 1, 2024 at 04:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1210 | 15.47 | |
| 0.0478 | 19.96 | |
| 0.9346 | 360.73 |
Estimation Period:
Jul 15, 2002 to Apr 26, 2024
Jul 15, 2002 to Apr 26, 2024
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