United States Steel Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 18th, 2025):
1 Day
49.37%
1 Week
49.39%
1 Month
49.48%
Analysis last updated: Tuesday, June 17, 2025 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 7.06 | |
| 0.0108 | 15.81 | |
| 0.9697 | 1,040.46 | |
| 0.0273 | 12.97 |
Estimation Period:
Apr 12, 1991 to Jun 13, 2025
Apr 12, 1991 to Jun 13, 2025
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