V-Lab
V-Lab

Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:23.20% (+1.41%)

Analysis last updated: Wednesday, March 27, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanofi S0GARCH
paramt-stat
ω1.06417.72
α0.09137.42
β0.834337.24
γ1-0.0153-0.39
γ20.07991.37
γ3-0.1187-2.72
γ40.00680.15
γ50.14363.07
γ6-0.1706-3.44
γ70.12952.56
γ8-0.1164-2.14
γ90.14002.10
γ10-0.1191-1.95
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts