V-Lab: BlueScope Steel Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

BlueScope Steel Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:23.22% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0466	5.30
$α$	0.0597	16.48
$β$	0.9820	285.22
$ν$	6	4.02

Estimation Period:
Jul 15, 2002 to Apr 26, 2024