Pernod Ricard SA GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:44.55% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 20.91 | |
| 0.0580 | 35.29 | |
| 0.9314 | 534.04 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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