Renault SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.09% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 14.40 | |
| 0.0206 | 12.23 | |
| 0.9458 | 676.08 | |
| 0.0506 | 12.83 |
Estimation Period:
Nov 17, 1994 to Feb 6, 2026
Nov 17, 1994 to Feb 6, 2026
News Impact Curve
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