V-Lab: Cleveland-Cliffs Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Cleveland-Cliffs Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:66.75% (+13.90%)

Analysis last updated: Tuesday, April 30, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0568	14.49
$β$	0.6793	65.64
$γ$	0.1354	16.54
$λ_{1}$	0.0064	1.56
$λ_{2}$	0.0239	4.63
$λ_{3}$	0.9761	179.42

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts