BlueScope Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.60% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0100 | 5.52 | |
| 0.9146 | 268.28 | |
| 0.0721 | 19.91 | |
| 0.0191 | 1.51 | |
| 0.0053 | 2.50 | |
| 0.9918 | 295.45 |
Estimation Period:
Jul 15, 2002 to Feb 13, 2026
Jul 15, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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