Valneva SE GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:44.92% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6222 | 4.08 | |
| 0.0284 | 5.34 | |
| 0.9209 | 92.56 |
Estimation Period:
Dec 9, 2021 to May 30, 2025
Dec 9, 2021 to May 30, 2025
News Impact Curve
Volatility Forecasts
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