Stmicroelectronics NV Adrhdg GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.30% (+10.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.90 | |
| 0.2611 | 5.53 | |
| 0.0755 | 2.97 | |
| 0.4891 | 2.11 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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