BHP Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.61% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 16.82 | |
| 0.0375 | 17.95 | |
| 0.9332 | 554.17 | |
| 0.0385 | 8.27 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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