ArcelorMittal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.82% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2873 | 4.73 | |
| 0.0772 | 8.10 | |
| 0.9000 | 74.10 | |
| -0.0293 | -2.27 | |
| 0.0506 | 2.77 | |
| -0.0261 | -2.38 | |
| 0.0051 | 0.68 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ArcelorMittal Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities