ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.05% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 11.03 | |
| 0.1314 | 26.78 | |
| 0.9882 | 970.73 | |
| -0.0389 | -10.01 |
Estimation Period:
Aug 7, 1997 to Feb 13, 2026
Aug 7, 1997 to Feb 13, 2026
News Impact Curve
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