Vallourec SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.16% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1224 | 4.93 | |
| 0.0900 | 9.02 | |
| 0.8343 | 44.46 | |
| -0.0126 | -0.30 | |
| 0.0627 | 1.06 | |
| -0.1166 | -2.79 | |
| 0.1422 | 3.03 | |
| -0.1380 | -3.21 | |
| 0.0966 | 2.10 | |
| -0.0168 | -0.33 | |
| -0.0807 | -1.73 | |
| 0.0626 | 1.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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