Renault SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.95% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0135 | 7.52 | |
| 0.9234 | 277.63 | |
| 0.0599 | 20.63 | |
| 0.1338 | 4.00 | |
| 0.1041 | 5.19 | |
| 0.8725 | 34.31 |
Estimation Period:
Nov 17, 1994 to Feb 13, 2026
Nov 17, 1994 to Feb 13, 2026
News Impact Curve
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