Renault SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.73% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 9.54 | |
| 0.0930 | 33.02 | |
| 0.9899 | 1,371.05 | |
| -0.0461 | -18.27 |
Estimation Period:
Nov 17, 1994 to Jan 30, 2026
Nov 17, 1994 to Jan 30, 2026
News Impact Curve
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