Cleveland-Cliffs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.76% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 9.55 | |
| 0.0295 | 11.37 | |
| 0.9609 | 763.20 | |
| 0.0193 | 4.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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