Arcelormittal MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0157 | 7.87 | |
| 0.9403 | 417.55 | |
| 0.0628 | 14.88 | |
| 0.0949 | 5.46 | |
| 0.0111 | 4.35 | |
| 0.9765 | 213.25 |
Estimation Period:
Nov 13, 2007 to Feb 6, 2026
Nov 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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