Sanofi AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.10% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 5.49 | |
| 0.0131 | 8.95 | |
| 0.9792 | 530.14 | |
| 0.0001 | 15.71 |
Estimation Period:
May 21, 1999 to Feb 6, 2026
May 21, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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