Valneva SE EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.30% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 5.50 | |
| 0.2391 | 14.78 | |
| 0.9809 | 209.46 | |
| -0.0007 | -0.04 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts