ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.48% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 10.62 | |
| 0.1282 | 26.47 | |
| 0.9887 | 990.66 | |
| -0.0396 | -10.23 |
Estimation Period:
Aug 7, 1997 to Jan 30, 2026
Aug 7, 1997 to Jan 30, 2026
News Impact Curve
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