Danone Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.32% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 1.87 | |
| 0.0678 | 7.55 | |
| 0.9681 | 246.77 | |
| -0.0925 | -16.53 |
Estimation Period:
Sep 23, 2008 to Feb 6, 2026
Sep 23, 2008 to Feb 6, 2026
News Impact Curve
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