V-Lab
Sanofi GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.92% (-0.28%)
Analysis last updated: Friday, May 3, 2024 at 08:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 12.11 | |
| 0.0836 | 28.36 | |
| 0.8925 | 206.41 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024