V-Lab: ArcelorMittal Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ArcelorMittal Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.68% (-1.33%)

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
$ω$	1.4653	5.35
$α$	0.0801	8.07
$β$	0.8992	74.19
$γ_{1}$	-0.0095	-1.29
$γ_{2}$	0.0217	2.07
$γ_{3}$	-0.0157	-3.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts