Vallourec SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0429 | 15.83 | |
| 0.8586 | 225.65 | |
| 0.0836 | 17.05 | |
| 0.0460 | 3.85 | |
| 0.0140 | 3.74 | |
| 0.9802 | 204.51 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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