United States Steel Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 18th, 2025):
1 Day
49.92%
1 Week
50.30%
1 Month
51.61%
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 | |
|---|---|---|
| 116 | ||
| 0.0074 | 8.58 | |
| 0.9569 | 371.48 | |
| 0.0390 | 15.32 | |
| 0.0029 | 2.54 | |
| 0.0056 | 4.46 | |
| 0.9943 | 734.35 |
Estimation Period:
Apr 12, 1991 to Jun 13, 2025
Apr 12, 1991 to Jun 13, 2025
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