ArcelorMittal Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.32% (+9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4187 | 6.58 | |
| 0.0828 | 7.56 | |
| 0.8996 | 75.58 | |
| 0.0017 | 1.86 |
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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