Sanofi GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.19% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1437 | 11.08 | |
| 0.0868 | 18.36 | |
| 0.8551 | 93.10 |
Estimation Period:
Jul 24, 2006 to Feb 6, 2026
Jul 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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