Sanofi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.25% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9872 | 6.75 | |
| 0.0717 | 6.14 | |
| 0.8517 | 32.46 | |
| 0.1184 | 4.96 | |
| -0.1632 | -4.80 | |
| 0.0549 | 2.58 | |
| 0.0132 | 0.65 | |
| -0.0408 | -2.20 |
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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