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

V-Lab

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V-Lab

ArcelorMittal Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.57% (-0.85%)

Analysis last updated: Saturday, April 27, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4662	5.35
$α$	0.0797	8.08
$β$	0.8997	74.73
$γ_{1}$	-0.0094	-1.28
$γ_{2}$	0.0215	2.05
$γ_{3}$	-0.0156	-3.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts