BHP Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.60% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0379 | 19.29 | |
| 0.8966 | 190.56 | |
| 0.0536 | 15.61 | |
| 0.0159 | 5.28 | |
| 0.0370 | 4.51 | |
| 0.9576 | 103.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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