ArcelorMittal AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.48% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 9.74 | |
| 0.0751 | 39.84 | |
| 0.9110 | 433.18 | |
| 0.7996 | 15.76 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
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