Valneva SE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4815 | 2.75 | |
| 0.0752 | 1.68 | |
| 0.0836 | 0.37 | |
| 26.9978 | 3.37 | |
| -40.9374 | -3.29 | |
| 19.0663 | 1.86 | |
| -2.1014 | -0.24 | |
| -7.4639 | -0.95 | |
| 10.3013 | 1.05 | |
| -10.9448 | -1.03 | |
| 0.8471 | 0.07 | |
| 40.5730 | 2.12 | |
| -204.5504 | -6.16 |
Estimation Period:
Dec 9, 2021 to May 30, 2025
Dec 9, 2021 to May 30, 2025
News Impact Curve
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