BlueScope Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.44% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1158 | 14.73 | |
| 0.0395 | 18.75 | |
| 0.9426 | 398.91 |
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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