STMicroelectronics NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.65% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 11.34 | |
| 0.0233 | 16.31 | |
| 0.9549 | 621.69 | |
| 0.0273 | 8.51 |
Estimation Period:
Dec 8, 1994 to Feb 13, 2026
Dec 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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