V-Lab
BHP Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:26.27% (-0.76%)
Analysis last updated: Thursday, May 2, 2024 at 04:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 15.91 | |
| 0.0363 | 16.89 | |
| 0.9348 | 553.77 | |
| 0.0394 | 8.24 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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