BlueScope Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.85% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1431 | 9.95 | |
| 0.0108 | 8.68 | |
| 0.9397 | 488.13 | |
| 0.0540 | 13.05 |
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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