Renault Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.96% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 14.13 | |
| 0.0240 | 5.57 | |
| 0.9234 | 219.50 | |
| 0.0554 | 7.74 |
Estimation Period:
Feb 27, 2014 to Feb 6, 2026
Feb 27, 2014 to Feb 6, 2026
News Impact Curve
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