Valneva SE GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.47% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5028 | 5.40 | |
| 0.1027 | 12.03 | |
| 0.8903 | 107.67 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts