Pernod Ricard SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.69% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9970 | 10.30 | |
| 0.0610 | 8.25 | |
| 0.9175 | 101.65 | |
| -0.0042 | -3.39 | |
| 0.0102 | 4.06 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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