Peugeot Invest Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.86% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3016 | 7.17 | |
| 0.0954 | 8.81 | |
| 0.8454 | 51.78 | |
| 0.0323 | 2.31 | |
| -0.0666 | -3.17 | |
| 0.0721 | 5.15 | |
| -0.0685 | -6.18 | |
| 0.0512 | 5.04 | |
| -0.0272 | -3.48 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
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