Sanofi GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.55% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 9.73 | |
| 0.0570 | 24.78 | |
| 0.9095 | 206.79 |
Estimation Period:
Jul 1, 2002 to Feb 6, 2026
Jul 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts