Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6132 | 5.34 | |
| 0.1065 | 5.29 | |
| 0.7594 | 16.40 | |
| -0.2296 | -3.42 | |
| 0.3311 | 3.50 | |
| -0.1569 | -3.16 | |
| 0.0818 | 2.18 | |
| -0.0085 | -0.24 | |
| -0.0388 | -1.29 |
Estimation Period:
Jul 24, 2006 to Feb 6, 2026
Jul 24, 2006 to Feb 6, 2026
News Impact Curve
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