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V-Lab

BlueScope Steel Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.85% (-0.86%)
Analysis last updated: Saturday, February 7, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlueScope Steel Ltd SGARCH
paramt-stat
ω0.75206.75
α0.06505.39
β0.882552.55
γ10.04430.62
γ2-0.0536-0.52
γ30.00420.05
γ40.00100.01
γ5-0.0289-0.27
γ60.07220.79
γ7-0.1258-1.11
γ80.36021.75
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts