V-Lab: BHP Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

BHP Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.89% (-0.71%)

Analysis last updated: Wednesday, May 1, 2024 at 04:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9370	9.20
$α$	0.0543	37.63
$β$	0.9913	862.02
$ν$	10	3.65

Estimation Period:
Jan 1, 1990 to Apr 26, 2024