Danone Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.21% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3526 | 6.93 | |
| 0.0758 | 5.52 | |
| 0.8134 | 22.00 | |
| 0.4356 | 3.60 | |
| -0.5784 | -3.21 | |
| 0.2827 | 2.59 | |
| -0.2910 | -2.74 | |
| 0.3241 | 2.78 | |
| -0.3099 | -2.47 | |
| 0.0726 | 0.50 | |
| 0.5447 | 2.44 |
Estimation Period:
Sep 23, 2008 to Feb 6, 2026
Sep 23, 2008 to Feb 6, 2026
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