Stmicroelectronics Nv MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
47.40%
decreased by 0.37%
1 Week
48.14%
increased by 0.37%
1 Month
49.86%
increased by 2.09%
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 | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8050 | 19.92 | |
| 0.0561 | 2.14 | |
| 0.3151 | 0.13 | |
| 0.0882 | 0.24 | |
| 0.8661 | 1.18 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
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