BlueScope Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.93% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 14.62 | |
| 0.0389 | 18.73 | |
| 0.9438 | 405.42 |
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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