Stellantis NV MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:178.57% (-21.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0839 | 19.78 | |
| 0.7607 | 79.97 | |
| 0.0890 | 13.58 | |
| 0.0377 | 3.45 | |
| 0.0339 | 4.41 | |
| 0.9606 | 100.55 |
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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