ArcelorMittal AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.17% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1004 | 10.03 | |
| 0.0757 | 39.89 | |
| 0.9104 | 429.85 | |
| 0.7831 | 15.53 |
Estimation Period:
Aug 7, 1997 to Feb 13, 2026
Aug 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities