Pernod Ricard SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.22% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9613 | 5.06 | |
| 0.0525 | 36.56 | |
| 0.9918 | 594.26 | |
| 5.4726 | 8.39 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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