CIE Automotive SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.30% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5804 | 2.55 | |
| 0.0762 | 6.83 | |
| 0.8864 | 53.14 | |
| -0.0637 | -0.86 | |
| 0.1653 | 1.68 | |
| -0.2020 | -3.85 | |
| 0.1642 | 3.39 | |
| -0.0533 | -1.26 | |
| -0.0607 | -1.46 | |
| 0.0766 | 2.26 |
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 Zero Slope Spline-GARCH Analyses on International Equities