ArcelorMittal GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.67% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 15.71 | |
| 0.0686 | 33.11 | |
| 0.9225 | 415.37 |
Estimation Period:
Aug 7, 1997 to Jan 30, 2026
Aug 7, 1997 to Jan 30, 2026
News Impact Curve
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