Pernod Ricard SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.99% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 20.85 | |
| 0.0568 | 35.02 | |
| 0.9325 | 538.39 |
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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