Sanofi AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.53% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 14.21 | |
| 0.0619 | 26.17 | |
| 0.8931 | 291.96 | |
| 0.6668 | 10.80 |
Estimation Period:
Jul 1, 2002 to Feb 6, 2026
Jul 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts