Danone Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.69% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 11.61 | |
| 0.0646 | 23.18 | |
| 0.8945 | 177.37 |
Estimation Period:
Sep 23, 2008 to Feb 13, 2026
Sep 23, 2008 to Feb 13, 2026
News Impact Curve
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