Stmicroelectronics Nv GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
60.68%
increased by 4.07%
1 Week
59.81%
increased by 3.20%
1 Month
56.86%
increased by 0.25%
Analysis last updated: Thursday, May 21, 2026 at 05:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3022 | 2.89 | |
| 0.0423 | 7.16 | |
| 0.9709 | 94.84 | |
| 3.2323 | 4.69 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
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