Renault SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.67% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0135 | 7.50 | |
| 0.9232 | 277.34 | |
| 0.0600 | 20.68 | |
| 0.1386 | 3.95 | |
| 0.1078 | 5.10 | |
| 0.8680 | 32.39 |
Estimation Period:
Nov 17, 1994 to Feb 6, 2026
Nov 17, 1994 to Feb 6, 2026
News Impact Curve
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