Stellantis NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:212.50% (+161.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2026 | 6.50 | |
| 0.2364 | 6.15 | |
| 0.8911 | 61.13 | |
| -0.1147 | -6.57 |
Estimation Period:
Jan 19, 2021 to Feb 6, 2026
Jan 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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