Renault SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.83% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 14.34 | |
| 0.0207 | 12.27 | |
| 0.9460 | 678.65 | |
| 0.0501 | 12.72 |
Estimation Period:
Nov 17, 1994 to Jan 30, 2026
Nov 17, 1994 to Jan 30, 2026
News Impact Curve
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