BlueScope Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.87% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1985 | 13.96 | |
| 0.0552 | 21.42 | |
| 0.9085 | 346.22 | |
| 0.7901 | 14.22 |
Estimation Period:
Jul 15, 2002 to Feb 20, 2026
Jul 15, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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