BlueScope Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.01% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 9.94 | |
| 0.0108 | 8.65 | |
| 0.9396 | 487.85 | |
| 0.0541 | 13.04 |
Estimation Period:
Jul 15, 2002 to Feb 13, 2026
Jul 15, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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