Peugeot Invest GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.38% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 27.06 | |
| 0.0802 | 37.08 | |
| 0.8941 | 353.39 |
Estimation Period:
Sep 19, 1990 to Feb 13, 2026
Sep 19, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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