Peugeot Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.16% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 26.45 | |
| 0.0461 | 16.68 | |
| 0.9025 | 376.51 | |
| 0.0580 | 10.97 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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