Stellantis NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:144.41% (-37.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3957 | 13.75 | |
| 0.1089 | 10.12 | |
| 0.6137 | 30.26 | |
| 0.1646 | 4.12 |
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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