ArcelorMittal South Africa Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.19% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 19.81 | |
| 0.0985 | 15.63 | |
| 0.8838 | 364.89 | |
| 0.0355 | 2.82 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ArcelorMittal South Africa Ltd Analyses
Other GJR-GARCH Analyses on International Equities