Danone SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.26% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 14.40 | |
| 0.1496 | 27.05 | |
| 0.9732 | 677.74 | |
| -0.0431 | -8.59 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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