Arcelormittal AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.36% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1070 | 9.42 | |
| 0.0767 | 35.00 | |
| 0.9067 | 522.27 | |
| 0.7233 | 11.51 |
Estimation Period:
Nov 13, 2007 to Feb 6, 2026
Nov 13, 2007 to Feb 6, 2026
News Impact Curve
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