Stellantis NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:192.41% (+139.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5863 | 4.09 | |
| 0.1549 | 3.01 | |
| 0.6704 | 8.80 | |
| -0.1802 | -4.45 |
Estimation Period:
Feb 1, 2021 to Feb 6, 2026
Feb 1, 2021 to Feb 6, 2026
News Impact Curve
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