Vallourec Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.12% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 9.21 | |
| 0.1584 | 23.05 | |
| 0.9536 | 158.23 | |
| -0.0455 | -4.78 |
Estimation Period:
Jul 18, 2006 to Feb 6, 2026
Jul 18, 2006 to Feb 6, 2026
News Impact Curve
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