Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.37% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2571 | 8.69 | |
| 0.0742 | 6.92 | |
| 0.8820 | 47.41 | |
| 0.0503 | 4.42 | |
| -0.0922 | -5.16 | |
| 0.0681 | 5.09 | |
| -0.0430 | -3.55 | |
| 0.0373 | 2.67 | |
| -0.0309 | -2.30 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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