Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.69% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2560 | 8.70 | |
| 0.0739 | 6.92 | |
| 0.8822 | 47.35 | |
| 0.0502 | 4.42 | |
| -0.0921 | -5.17 | |
| 0.0681 | 5.10 | |
| -0.0429 | -3.56 | |
| 0.0371 | 2.67 | |
| -0.0307 | -2.29 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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