ArcelorMittal AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.50% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 10.02 | |
| 0.0755 | 39.94 | |
| 0.9106 | 431.35 | |
| 0.7843 | 15.58 |
Estimation Period:
Aug 7, 1997 to Feb 20, 2026
Aug 7, 1997 to Feb 20, 2026
News Impact Curve
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