Sanofi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.17% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2240 | 2.46 | |
| 0.0875 | 5.78 | |
| 0.7721 | 19.84 | |
| -0.8028 | -9.33 | |
| 0.9246 | 6.42 | |
| 0.0013 | 0.01 | |
| -0.2624 | -2.89 | |
| 0.2266 | 3.19 | |
| -0.1277 | -2.18 | |
| 0.0333 | 0.56 | |
| 0.0571 | 0.80 | |
| -0.0828 | -1.01 | |
| 0.0776 | 0.42 |
Estimation Period:
May 21, 1999 to Feb 6, 2026
May 21, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities