V-Lab: BHP Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

BHP Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.84% (+10.46%)

Analysis last updated: Saturday, April 27, 2024 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0350	17.89
$β$	0.9023	218.89
$γ$	0.0553	16.47
$λ_{1}$	0.0166	6.30
$λ_{2}$	0.0389	5.57
$λ_{3}$	0.9554	120.42

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts