V-Lab: BlueScope Steel Ltd MF2-GARCH Volatility Analysis

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V-Lab

BlueScope Steel Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.92% (+0.22%)

Analysis last updated: Saturday, May 11, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0189	7.78
$β$	0.9023	262.15
$γ$	0.0791	19.31
$λ_{1}$	0.0046	1.26
$λ_{2}$	0.0060	5.45
$λ_{3}$	0.9934	700.04

Estimation Period:
Jul 15, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts