ArcelorMittal MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:38.44% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0397 | 14.15 | |
| 0.9277 | 364.79 | |
| 0.0487 | 13.27 | |
| 8.0934 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.2923 | 0.02 |
Estimation Period:
Aug 7, 1997 to Feb 27, 2026
Aug 7, 1997 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other ArcelorMittal Analyses
Other MF2-GARCH Analyses on International Equities