Sanofi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.88% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 2.56 | |
| 0.0667 | 3.36 | |
| 0.9261 | 27.86 | |
| -0.0408 | -2.97 |
Estimation Period:
May 21, 1999 to Feb 6, 2026
May 21, 1999 to Feb 6, 2026
News Impact Curve
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