Cleveland-Cliffs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.58% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 9.41 | |
| 0.0290 | 11.30 | |
| 0.9614 | 774.71 | |
| 0.0192 | 4.20 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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