ArcelorMittal Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.42% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6618 | 7.36 | |
| 0.0766 | 8.31 | |
| 0.9034 | 83.33 | |
| 0.0030 | 3.21 |
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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