Vallourec SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.58% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 13.90 | |
| 0.1352 | 31.57 | |
| 0.9746 | 582.54 | |
| -0.0529 | -13.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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