ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.31% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 10.84 | |
| 0.1299 | 26.58 | |
| 0.9884 | 978.62 | |
| -0.0393 | -10.13 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
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