Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.12% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2563 | 8.70 | |
| 0.0743 | 6.89 | |
| 0.8816 | 47.02 | |
| 0.0504 | 4.43 | |
| -0.0923 | -5.16 | |
| 0.0682 | 5.10 | |
| -0.0429 | -3.54 | |
| 0.0369 | 2.63 | |
| -0.0304 | -2.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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