Danone SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.41% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 14.44 | |
| 0.1497 | 27.04 | |
| 0.9732 | 675.81 | |
| -0.0430 | -8.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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