Peugeot Invest Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.80% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6129 | 2.08 | |
| 0.0736 | 5.26 | |
| 0.8457 | 22.27 | |
| -0.2210 | -2.24 | |
| 0.2270 | 1.82 | |
| 0.0117 | 0.16 | |
| -0.0523 | -0.72 | |
| 0.1640 | 2.31 | |
| -0.2963 | -3.31 | |
| 0.3497 | 1.88 |
Estimation Period:
Sep 9, 2005 to Feb 13, 2026
Sep 9, 2005 to Feb 13, 2026
News Impact Curve
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