V-Lab
Danone SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:14.63% (-0.24%)
Analysis last updated: Tuesday, April 16, 2024 at 07:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 13.42 | |
| 0.0663 | 33.28 | |
| 0.9101 | 359.73 | |
| 0.4662 | 16.36 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024