ArcelorMittal GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.77% (+7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 14.85 | |
| 0.0567 | 13.23 | |
| 0.9078 | 277.94 | |
| 0.0434 | 5.27 |
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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