Vallourec Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.52% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0338 | 13.76 | |
| 0.9253 | 166.71 | |
| 0.0595 | 8.31 | |
| 9.9997 | 0.11 | |
| 0.0000 | 0.00 | |
| 0.2748 | 0.04 |
Estimation Period:
Jul 18, 2006 to Feb 6, 2026
Jul 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities