ArcelorMittal Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.98% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6639 | 7.36 | |
| 0.0768 | 8.33 | |
| 0.9032 | 83.31 | |
| 0.0030 | 3.24 |
Estimation Period:
Aug 7, 1997 to Feb 13, 2026
Aug 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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