Stellantis NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.02% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7173 | 27.99 | |
| 0.0956 | 2.67 | |
| 0.0000 | 0.00 | |
| 0.2143 | 1.53 |
Estimation Period:
Feb 1, 2021 to Feb 6, 2026
Feb 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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