Sanofi GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.14% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 4.09 | |
| 0.0144 | 3.25 | |
| 0.9624 | 207.63 | |
| 0.0144 | 1.95 |
Estimation Period:
May 21, 1999 to Feb 6, 2026
May 21, 1999 to Feb 6, 2026
News Impact Curve
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