Vallourec SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.17% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1239 | 4.05 | |
| 0.0562 | 36.23 | |
| 0.9911 | 444.85 | |
| 4.3857 | 11.72 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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