ArcelorMittal MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.67% (+7.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0502 | 15.74 | |
| 0.8914 | 240.20 | |
| 0.0520 | 13.94 | |
| 2.5549 | 6.46 | |
| 0.7538 | 8.64 | |
| 0.0000 | 0.00 |
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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