ArcelorMittal Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.30% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6583 | 7.36 | |
| 0.0763 | 8.30 | |
| 0.9037 | 83.52 | |
| 0.0029 | 3.17 |
Estimation Period:
Aug 7, 1997 to Jan 30, 2026
Aug 7, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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