ArcelorMittal AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.71% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1933 | 14.76 | |
| 0.0928 | 33.40 | |
| 0.8889 | 310.93 | |
| 0.5344 | 7.75 |
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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