Vallourec SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.76% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1312 | 4.83 | |
| 0.0881 | 9.01 | |
| 0.8419 | 48.00 | |
| -0.0080 | -0.19 | |
| 0.0531 | 0.87 | |
| -0.1057 | -2.47 | |
| 0.1307 | 2.75 | |
| -0.1262 | -2.92 | |
| 0.0841 | 1.82 | |
| -0.0002 | -0.00 | |
| -0.1093 | -2.72 | |
| 0.1278 | 4.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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