BlueScope Steel Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.85% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7520 | 6.75 | |
| 0.0650 | 5.39 | |
| 0.8825 | 52.55 | |
| 0.0443 | 0.62 | |
| -0.0536 | -0.52 | |
| 0.0042 | 0.05 | |
| 0.0010 | 0.01 | |
| -0.0289 | -0.27 | |
| 0.0722 | 0.79 | |
| -0.1258 | -1.11 | |
| 0.3602 | 1.75 |
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Jul 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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