ArcelorMittal GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.55% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 13.97 | |
| 0.0560 | 26.15 | |
| 0.9321 | 395.64 |
Estimation Period:
Jul 28, 2006 to Feb 20, 2026
Jul 28, 2006 to Feb 20, 2026
News Impact Curve
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