United States Steel Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 18th, 2025):
1 Day
44.04%
1 Week
44.25%
1 Month
45.06%
Analysis last updated: Tuesday, June 17, 2025 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 5.95 | |
| 0.0551 | 13.71 | |
| 0.9921 | 990.12 | |
| -0.0184 | -7.99 |
Estimation Period:
Apr 12, 1991 to Jun 13, 2025
Apr 12, 1991 to Jun 13, 2025
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