Valneva SE MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:42.29% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2473 | 1.55 | |
| 0.0000 | 0.00 | |
| -0.1600 | -1.73 | |
| 8.4909 | 0.12 | |
| 0.0000 | 0.00 | |
| 0.0037 | 0.00 |
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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