V-Lab: BHP Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BHP Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.20% (-0.68%)

Analysis last updated: Saturday, May 4, 2024 at 07:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8298	9.91
$α$	0.0604	7.96
$β$	0.9281	107.63
$γ_{1}$	-0.0004	-2.13

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts