Sanofi Aatd Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9057 | 3.16 | |
| 0.2256 | 2.74 | |
| 0.7048 | 10.81 | |
| 7.5278 | 0.88 | |
| -23.5426 | -1.82 | |
| 27.6602 | 2.81 | |
| -14.5815 | -1.36 | |
| 4.7428 | 0.37 | |
| -8.5088 | -0.71 | |
| 9.5204 | 0.97 | |
| 7.7870 | 0.63 | |
| -50.6776 | -2.05 | |
| 140.9163 | 1.93 |
Estimation Period:
Aug 19, 2020 to May 31, 2024
Aug 19, 2020 to May 31, 2024
News Impact Curve
Volatility Forecasts
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