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V-Lab

Sanofi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.17% (+2.13%)
Analysis last updated: Wednesday, February 11, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanofi SGARCH
paramt-stat
ω0.22402.46
α0.08755.78
β0.772119.84
γ1-0.8028-9.33
γ20.92466.42
γ30.00130.01
γ4-0.2624-2.89
γ50.22663.19
γ6-0.1277-2.18
γ70.03330.56
γ80.05710.80
γ9-0.0828-1.01
γ100.07760.42
Estimation Period:
May 21, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts