V-Lab: ArcelorMittal Asy. MEM Volatility Analysis

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V-Lab

ArcelorMittal Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.91% (-0.85%)

Analysis last updated: Saturday, April 27, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0821	14.46
$α$	0.0871	21.81
$β$	0.8819	275.24
$γ$	0.0493	7.53

Estimation Period:
Aug 7, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts