V-Lab: BlueScope Steel Ltd GJR-GARCH Volatility Analysis

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V-Lab

BlueScope Steel Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:29.02% (+0.21%)

Analysis last updated: Thursday, April 18, 2024 at 07:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1572	11.86
$α$	0.0175	10.28
$β$	0.9293	421.27
$γ$	0.0593	12.42

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts