ArcelorMittal South Africa Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.56% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 119.9824 | 8.23 | |
| 0.0920 | 138.33 | |
| 0.9990 | 8,256.20 | |
| 3.5291 | 114.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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