Danone SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.66% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0524 | 14.82 | |
| 0.8591 | 159.63 | |
| 0.0526 | 11.16 | |
| 0.0163 | 3.94 | |
| 0.0305 | 5.42 | |
| 0.9613 | 127.75 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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