CIE Automotive SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.93% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 9.78 | |
| 0.0582 | 10.71 | |
| 0.9114 | 189.40 | |
| 0.0327 | 4.35 |
Estimation Period:
Jul 24, 1997 to Feb 6, 2026
Jul 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CIE Automotive SA Analyses
Other GJR-GARCH Analyses on International Equities