Renault SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.99% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6491 | 4.70 | |
| 0.0550 | 7.06 | |
| 0.9254 | 97.58 | |
| -0.0723 | -4.17 | |
| 0.1196 | 4.93 | |
| -0.0810 | -5.12 | |
| 0.0590 | 3.16 | |
| -0.0431 | -1.10 |
Estimation Period:
Nov 17, 1994 to Feb 6, 2026
Nov 17, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities