Arcelormittal AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.54% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0839 | 8.17 | |
| 0.0666 | 32.92 | |
| 0.9149 | 437.56 | |
| 0.8452 | 15.46 |
Estimation Period:
Nov 13, 2007 to Feb 13, 2026
Nov 13, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities