V-Lab: ArcelorMittal GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ArcelorMittal GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.52% (-0.88%)

Analysis last updated: Saturday, April 20, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.8342	6.29
$α$	0.0598	42.25
$β$	0.9914	751.65
$ν$	6	9.50

Estimation Period:
Aug 7, 1997 to Apr 19, 2024