BlueScope Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.83% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1432 | 10.11 | |
| 0.0119 | 9.12 | |
| 0.9394 | 483.24 | |
| 0.0524 | 12.62 |
Estimation Period:
Jul 15, 2002 to Jan 30, 2026
Jul 15, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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