Stellantis Nv EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:73.23% (-13.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2149 | 6.01 | |
| 0.2412 | 6.11 | |
| 0.8823 | 51.06 | |
| -0.1204 | -6.34 |
Estimation Period:
Jan 18, 2021 to Feb 13, 2026
Jan 18, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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