V-Lab: BlueScope Steel Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlueScope Steel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.28% (-0.32%)

Analysis last updated: Saturday, April 27, 2024 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6034	8.68
$α$	0.0677	5.41
$β$	0.8862	56.03
$γ_{1}$	-0.0080	-4.67

Estimation Period:
Jul 15, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts