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V-Lab

Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.77% (-0.66%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanofi S0GARCH
paramt-stat
ω0.23992.47
α0.05954.72
β0.870225.34
γ1-0.8066-8.22
γ20.94865.31
γ3-0.0396-0.26
γ4-0.2226-2.06
γ50.19122.30
γ6-0.1014-1.54
γ70.02320.34
γ80.05090.60
γ9-0.0564-0.67
γ100.00050.01
Estimation Period:
May 21, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts