Sanofi EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.63% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 8.24 | |
| 0.1248 | 33.85 | |
| 0.9800 | 532.62 | |
| -0.0457 | -10.43 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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