ArcelorMittal GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.74% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 11.46 | |
| 0.0357 | 11.40 | |
| 0.9314 | 404.77 | |
| 0.0500 | 9.85 |
Estimation Period:
Aug 7, 1997 to Jan 30, 2026
Aug 7, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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