Danone SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.34% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0523 | 6.72 | |
| 0.0603 | 32.10 | |
| 0.9849 | 385.33 | |
| 5.6491 | 6.99 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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