Stellantis Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:167.90% (-34.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9182 | 6.61 | |
| 0.0780 | 4.26 | |
| 0.6789 | 16.19 | |
| 0.1962 | 2.52 |
Estimation Period:
Jan 18, 2021 to Feb 6, 2026
Jan 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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