Stellantis Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:83.52% (-4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9619 | 6.76 | |
| 0.0467 | 1.36 | |
| 0.6354 | 2.18 | |
| 1.8544 | 2.76 | |
| -3.5140 | -3.32 | |
| 2.4477 | 2.70 | |
| -0.1084 | -0.11 | |
| -1.5214 | -1.20 | |
| 2.5273 | 0.91 |
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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