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Vallourec SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.01% (-0.39%)
Analysis last updated: Saturday, February 21, 2026 at 06:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vallourec SA SGARCH
paramt-stat
ω1.12434.94
α0.09009.03
β0.834444.51
γ1-0.0121-0.29
γ20.06181.04
γ3-0.1156-2.77
γ40.14143.01
γ5-0.1376-3.20
γ60.09692.12
γ7-0.0174-0.35
γ8-0.0811-1.76
γ90.06601.09
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts