BlueScope Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.68% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0104 | 5.64 | |
| 0.9145 | 267.25 | |
| 0.0714 | 19.76 | |
| 0.0196 | 1.51 | |
| 0.0054 | 2.46 | |
| 0.9917 | 283.99 |
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Jul 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BlueScope Steel Ltd Analyses
Other MF2-GARCH Analyses on International Equities