Arcelormittal EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.23% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 5.85 | |
| 0.1108 | 22.69 | |
| 0.9875 | 674.97 | |
| -0.0451 | -10.06 |
Estimation Period:
Nov 13, 2007 to Feb 13, 2026
Nov 13, 2007 to Feb 13, 2026
News Impact Curve
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