CIE Automotive SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.84% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0734 | 10.59 | |
| 0.0738 | 19.64 | |
| 0.9127 | 194.94 |
Estimation Period:
Jul 24, 1997 to Feb 6, 2026
Jul 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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