BlueScope Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.95% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 3.60 | |
| 0.0461 | 13.55 | |
| 0.9919 | 795.40 | |
| -0.0360 | -10.59 |
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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