CIE Automotive SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.01% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5693 | 2.53 | |
| 0.0764 | 6.92 | |
| 0.8864 | 53.42 | |
| -0.0676 | -0.91 | |
| 0.1718 | 1.73 | |
| -0.2062 | -3.92 | |
| 0.1657 | 3.40 | |
| -0.0495 | -1.14 | |
| -0.0734 | -1.46 | |
| 0.1094 | 1.06 |
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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