Renault SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.72% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6492 | 4.71 | |
| 0.0547 | 7.04 | |
| 0.9258 | 97.47 | |
| -0.0720 | -4.18 | |
| 0.1193 | 4.94 | |
| -0.0810 | -5.14 | |
| 0.0594 | 3.23 | |
| -0.0450 | -1.16 |
Estimation Period:
Nov 17, 1994 to Feb 20, 2026
Nov 17, 1994 to Feb 20, 2026
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