Valneva SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.70% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7775 | 4.49 | |
| 0.0982 | 2.88 | |
| 0.7931 | 10.53 | |
| -2.2701 | -3.62 | |
| 3.0435 | 2.98 | |
| -0.6883 | -0.99 | |
| -0.1476 | -0.36 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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