Renault SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.38% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 9.51 | |
| 0.0927 | 33.03 | |
| 0.9899 | 1,367.25 | |
| -0.0464 | -18.44 |
Estimation Period:
Nov 17, 1994 to Feb 6, 2026
Nov 17, 1994 to Feb 6, 2026
News Impact Curve
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