Renault SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.09% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0136 | 7.59 | |
| 0.9238 | 279.34 | |
| 0.0594 | 20.55 | |
| 0.1308 | 4.04 | |
| 0.1025 | 5.25 | |
| 0.8744 | 35.33 |
Estimation Period:
Nov 17, 1994 to Jan 30, 2026
Nov 17, 1994 to Jan 30, 2026
News Impact Curve
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