Danone SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.22% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 14.48 | |
| 0.1492 | 26.94 | |
| 0.9731 | 674.38 | |
| -0.0425 | -8.46 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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