Danone SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.17% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 12.40 | |
| 0.0669 | 34.19 | |
| 0.9084 | 356.52 | |
| 0.5276 | 17.54 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities