Skip to main content
V-Lab

Valneva SE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Valneva SE SGARCH
paramt-stat
ω3.48152.75
α0.07521.68
β0.08360.37
γ126.99783.37
γ2-40.9374-3.29
γ319.06631.86
γ4-2.1014-0.24
γ5-7.4639-0.95
γ610.30131.05
γ7-10.9448-1.03
γ80.84710.07
γ940.57302.12
γ10-204.5504-6.16
Estimation Period:
Dec 9, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts