Danone SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.53% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0740 | 6.72 | |
| 0.0611 | 32.31 | |
| 0.9848 | 383.80 | |
| 5.6404 | 7.07 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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