ArcelorMittal GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.86% (+9.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1600 | 19.07 | |
| 0.0825 | 28.71 | |
| 0.9049 | 314.98 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts