Sanofi MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.84% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0353 | 8.60 | |
| 0.8243 | 93.57 | |
| 0.0746 | 15.33 | |
| 0.0233 | 1.19 | |
| 0.0101 | 0.97 | |
| 0.9802 | 51.60 |
Estimation Period:
Jul 1, 2002 to Feb 6, 2026
Jul 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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