ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.50% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 15.79 | |
| 0.1732 | 25.66 | |
| 0.9811 | 787.38 | |
| -0.0296 | -5.19 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts