Sanofi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.44% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 10.32 | |
| 0.0271 | 7.23 | |
| 0.9099 | 264.82 | |
| 0.0571 | 6.95 |
Estimation Period:
Jul 1, 2002 to Feb 13, 2026
Jul 1, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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