Vallourec SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.32% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0429 | 15.84 | |
| 0.8584 | 225.54 | |
| 0.0836 | 17.05 | |
| 0.0460 | 3.84 | |
| 0.0141 | 3.75 | |
| 0.9801 | 203.94 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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