Cleveland-Cliffs Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
68.10%
decreased by 1.32%
1 Week
68.16%
decreased by 1.26%
1 Month
68.40%
decreased by 1.02%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 9.78 | |
| 0.0294 | 11.53 | |
| 0.9614 | 779.75 | |
| 0.0183 | 4.07 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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