Pernod Ricard SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.52% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9340 | 5.07 | |
| 0.0523 | 36.30 | |
| 0.9917 | 588.22 | |
| 5.4648 | 8.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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