V-Lab: Sanofi Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sanofi Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.30% (+1.27%)

Analysis last updated: Saturday, April 20, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0645	7.49
$α$	0.0879	7.40
$β$	0.8444	39.75
$γ_{1}$	-0.0125	-0.31
$γ_{2}$	0.0749	1.26
$γ_{3}$	-0.1162	-2.63
$γ_{4}$	0.0084	0.18
$γ_{5}$	0.1395	2.96
$γ_{6}$	-0.1674	-3.33
$γ_{7}$	0.1291	2.50
$γ_{8}$	-0.1191	-2.14
$γ_{9}$	0.1468	2.16
$γ_{10}$	-0.1264	-2.04

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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