Vallourec SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.65% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1897 | 16.92 | |
| 0.0299 | 16.07 | |
| 0.9134 | 356.24 | |
| 0.0705 | 15.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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