Sanofi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.05% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 14.53 | |
| 0.0447 | 18.41 | |
| 0.9074 | 276.15 | |
| 0.0519 | 11.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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