Peugeot Invest EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.76% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 21.22 | |
| 0.1404 | 33.96 | |
| 0.9759 | 1,035.95 | |
| -0.0453 | -12.56 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
News Impact Curve
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