BlueScope Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.41% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1938 | 13.93 | |
| 0.0544 | 21.37 | |
| 0.9102 | 351.29 | |
| 0.7866 | 14.18 |
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Jul 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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