Stmicroelectronics Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
48.10%
increased by 0.27%
1 Week
47.97%
increased by 0.14%
1 Month
47.75%
decreased by 0.08%
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 | |
|---|---|---|
| 0.8485 | 3.33 | |
| 0.0041 | 0.39 | |
| 0.8335 | 1.61 | |
| -0.2950 | -0.43 | |
| 0.6029 | 0.68 | |
| -1.2461 | -2.49 | |
| 2.1766 | 4.99 | |
| -2.3136 | -5.78 | |
| 1.9472 | 4.44 | |
| -1.1652 | -2.31 | |
| 0.2182 | 0.54 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
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