Cleveland-Cliffs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:90.91% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 9.38 | |
| 0.0290 | 11.29 | |
| 0.9613 | 771.47 | |
| 0.0195 | 4.24 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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