Arcelormittal GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.78% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 8.75 | |
| 0.0237 | 9.83 | |
| 0.9360 | 383.59 | |
| 0.0559 | 9.59 |
Estimation Period:
Nov 13, 2007 to Feb 13, 2026
Nov 13, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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