ArcelorMittal GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.57% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 15.76 | |
| 0.0690 | 33.17 | |
| 0.9222 | 413.72 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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