STMicroelectronics NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.58% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 11.84 | |
| 0.0210 | 15.61 | |
| 0.9648 | 906.75 | |
| 0.0189 | 6.66 |
Estimation Period:
Dec 8, 1994 to Feb 6, 2026
Dec 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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