Peugeot Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.44% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1776 | 5.80 | |
| 0.0402 | 4.51 | |
| 0.8907 | 124.64 | |
| 0.0452 | 2.41 |
Estimation Period:
Sep 9, 2005 to Feb 6, 2026
Sep 9, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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