CIE Automotive SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.72% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5349 | 6.62 | |
| 0.0304 | 1.48 | |
| 0.0000 | 0.00 | |
| -0.0304 | -1.35 |
Estimation Period:
Dec 21, 2022 to Feb 13, 2026
Dec 21, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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