Danone Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.80% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 7.29 | |
| 0.0000 | 0.00 | |
| 0.9208 | 267.38 | |
| 0.0959 | 10.05 |
Estimation Period:
Sep 23, 2008 to Feb 6, 2026
Sep 23, 2008 to Feb 6, 2026
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