Danone SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.12% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 20.15 | |
| 0.0436 | 12.75 | |
| 0.9072 | 311.54 | |
| 0.0509 | 8.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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