Sanofi MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.48% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0475 | 8.16 | |
| 0.7687 | 59.51 | |
| 0.1043 | 14.16 | |
| 0.0315 | 1.69 | |
| 0.0218 | 1.64 | |
| 0.9654 | 47.97 |
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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