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Stmicroelectronics Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.44% (-0.14%)
Analysis last updated: Friday, February 13, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Stmicroelectronics Nv SGARCH
paramt-stat
ω0.85423.25
α0.00260.26
β0.82331.31
γ1-0.3343-0.46
γ20.71450.75
γ3-1.4396-2.72
γ42.34344.90
γ5-2.2458-4.51
γ61.54092.61
γ7-0.4252-0.53
γ8-1.0876-1.01
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts