ArcelorMittal MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.36% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0310 | 8.65 | |
| 0.9037 | 182.57 | |
| 0.0602 | 18.14 | |
| 1.4184 | 0.31 | |
| 0.8458 | 0.32 | |
| 0.0000 | 0.00 |
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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