Arcelormittal EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.03% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 5.56 | |
| 0.0928 | 22.63 | |
| 0.9901 | 823.05 | |
| -0.0479 | -8.95 |
Estimation Period:
Nov 13, 2007 to Feb 6, 2026
Nov 13, 2007 to Feb 6, 2026
News Impact Curve
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