ArcelorMittal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.62% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8976 | 7.65 | |
| 0.0563 | 6.35 | |
| 0.9320 | 97.63 | |
| -0.0003 | -0.45 |
Estimation Period:
Jul 28, 2006 to Feb 6, 2026
Jul 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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