Danone SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.10% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0520 | 14.76 | |
| 0.8601 | 160.83 | |
| 0.0526 | 11.21 | |
| 0.0162 | 3.97 | |
| 0.0302 | 5.46 | |
| 0.9617 | 130.04 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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