ArcelorMittal GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.93% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 11.83 | |
| 0.0371 | 11.70 | |
| 0.9300 | 398.13 | |
| 0.0495 | 9.65 |
Estimation Period:
Aug 7, 1997 to Feb 13, 2026
Aug 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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