V-Lab: United States Steel Corp MF2-GARCH Volatility Analysis

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V-Lab

United States Steel Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:50.24% (+1.43%)

Analysis last updated: Friday, May 17, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0072	8.14
$β$	0.9587	375.96
$γ$	0.0372	14.69
$λ_{1}$	0.0029	2.65
$λ_{2}$	0.0060	4.28
$λ_{3}$	0.9939	664.81

Estimation Period:
Apr 12, 1991 to May 17, 2024

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