Stellantis Nv MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.63% (-36.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1274 | 4.90 | |
| 0.3760 | 7.07 | |
| 0.1630 | 3.46 | |
| 0.6142 | 0.72 | |
| 0.3913 | 0.89 | |
| 0.5443 | 0.99 |
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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