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Vallourec SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.16% (-1.05%)
Analysis last updated: Saturday, February 7, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vallourec SA SGARCH
paramt-stat
ω1.12244.93
α0.09009.02
β0.834344.46
γ1-0.0126-0.30
γ20.06271.06
γ3-0.1166-2.79
γ40.14223.03
γ5-0.1380-3.21
γ60.09662.10
γ7-0.0168-0.33
γ8-0.0807-1.73
γ90.06261.01
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts