Vallourec Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.22% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 8.58 | |
| 0.0321 | 11.80 | |
| 0.9260 | 324.82 | |
| 0.0608 | 9.52 |
Estimation Period:
Jul 18, 2006 to Feb 6, 2026
Jul 18, 2006 to Feb 6, 2026
News Impact Curve
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