Stellantis NV EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:78.38% (-23.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3636 | 10.23 | |
| 0.3266 | 15.07 | |
| 0.8124 | 48.40 | |
| -0.0973 | -6.09 |
Estimation Period:
Oct 13, 2014 to Feb 6, 2026
Oct 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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