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Vallourec SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.76% (+2.72%)
Analysis last updated: Friday, February 20, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vallourec SA S0GARCH
paramt-stat
ω1.13124.83
α0.08819.01
β0.841948.00
γ1-0.0080-0.19
γ20.05310.87
γ3-0.1057-2.47
γ40.13072.75
γ5-0.1262-2.92
γ60.08411.82
γ7-0.0002-0.00
γ8-0.1093-2.72
γ90.12784.68
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts