Renault SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.15% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 14.37 | |
| 0.0205 | 12.22 | |
| 0.9460 | 678.62 | |
| 0.0504 | 12.82 |
Estimation Period:
Nov 17, 1994 to Feb 13, 2026
Nov 17, 1994 to Feb 13, 2026
News Impact Curve
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