ArcelorMittal GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.47% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 11.67 | |
| 0.0364 | 11.54 | |
| 0.9306 | 400.62 | |
| 0.0499 | 9.77 |
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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