Pernod Ricard SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.87% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 20.86 | |
| 0.0568 | 35.06 | |
| 0.9325 | 539.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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