ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.82% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 8.15 | |
| 0.1068 | 23.18 | |
| 0.9870 | 887.57 | |
| -0.0458 | -12.64 |
Estimation Period:
Jul 28, 2006 to Feb 20, 2026
Jul 28, 2006 to Feb 20, 2026
News Impact Curve
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