Pernod Ricard SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.34% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 9.90 | |
| 0.0527 | 36.18 | |
| 0.9361 | 585.03 | |
| 0.5418 | 18.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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