STMicroelectronics NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.09% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 9.95 | |
| 0.0177 | 12.92 | |
| 0.9653 | 823.60 | |
| 0.0241 | 8.13 |
Estimation Period:
Jun 25, 1998 to Feb 6, 2026
Jun 25, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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