Sanofi EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.01% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 10.64 | |
| 0.1571 | 21.06 | |
| 0.9370 | 193.52 | |
| -0.0807 | -12.08 |
Estimation Period:
Jul 24, 2006 to Feb 6, 2026
Jul 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities