Stellantis NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:141.55% (-9.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1637 | 19.23 | |
| 0.0648 | 20.48 | |
| 0.8804 | 242.48 | |
| 0.0651 | 7.89 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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