V-Lab
Sanofi GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.58% (+0.13%)
Analysis last updated: Friday, April 19, 2024 at 11:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 12.00 | |
| 0.0834 | 28.23 | |
| 0.8928 | 206.01 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024