Sanofi MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.06% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0571 | 19.37 | |
| 0.7754 | 84.21 | |
| 0.0780 | 15.87 | |
| 0.0336 | 2.40 | |
| 0.0396 | 1.95 | |
| 0.9488 | 37.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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