Valneva SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.35% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5141 | 5.01 | |
| 0.0913 | 5.83 | |
| 0.8880 | 102.74 | |
| 0.0272 | 0.96 |
Estimation Period:
May 6, 2021 to Feb 13, 2026
May 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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