Vallourec Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.77% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 4.13 | |
| 0.0979 | 4.99 | |
| 0.8574 | 44.16 | |
| 0.0925 | 0.60 | |
| -0.2128 | -0.87 | |
| 0.2784 | 1.92 | |
| -0.3199 | -2.85 | |
| 0.3271 | 2.52 | |
| -0.3875 | -2.91 | |
| 0.4248 | 2.96 |
Estimation Period:
Jul 18, 2006 to Feb 6, 2026
Jul 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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