Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.77% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2399 | 2.47 | |
| 0.0595 | 4.72 | |
| 0.8702 | 25.34 | |
| -0.8066 | -8.22 | |
| 0.9486 | 5.31 | |
| -0.0396 | -0.26 | |
| -0.2226 | -2.06 | |
| 0.1912 | 2.30 | |
| -0.1014 | -1.54 | |
| 0.0232 | 0.34 | |
| 0.0509 | 0.60 | |
| -0.0564 | -0.67 | |
| 0.0005 | 0.01 |
Estimation Period:
May 21, 1999 to Feb 6, 2026
May 21, 1999 to Feb 6, 2026
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