Stmicroelectronics Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.97% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5709 | 7.09 | |
| 0.0000 | 0.00 | |
| 0.8837 | 65.83 | |
| 0.0451 | 5.40 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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