Sanofi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.24% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 3.60 | |
| 0.0968 | 17.97 | |
| 0.9776 | 295.44 | |
| -0.0505 | -5.83 |
Estimation Period:
Jul 1, 2002 to Feb 6, 2026
Jul 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts