Vallourec SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.26% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1903 | 16.93 | |
| 0.0300 | 16.09 | |
| 0.9133 | 355.92 | |
| 0.0704 | 14.97 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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