Sanofi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.00% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 14.52 | |
| 0.0448 | 18.43 | |
| 0.9076 | 276.53 | |
| 0.0516 | 10.96 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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