Stellantis NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:117.52% (-32.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3235 | 7.12 | |
| 0.0754 | 3.97 | |
| 0.6015 | 12.10 | |
| 0.2145 | 2.59 |
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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