ArcelorMittal EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.20% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 8.10 | |
| 0.1066 | 22.92 | |
| 0.9870 | 884.41 | |
| -0.0458 | -12.66 |
Estimation Period:
Jul 28, 2006 to Feb 13, 2026
Jul 28, 2006 to Feb 13, 2026
News Impact Curve
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