V-Lab
BlueScope Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:27.83% (-0.42%)
Analysis last updated: Saturday, May 4, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 6.23 | |
| 0.0588 | 15.98 | |
| 0.9903 | 989.30 | |
| -0.0404 | -14.42 |
Estimation Period:
Jul 15, 2002 to May 3, 2024
Jul 15, 2002 to May 3, 2024
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