Valneva Se GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.74% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 6.99 | |
| 0.0336 | 10.02 | |
| 0.9492 | 373.98 | |
| 0.0344 | 5.25 |
Estimation Period:
Jul 1, 2014 to Feb 6, 2026
Jul 1, 2014 to Feb 6, 2026
News Impact Curve
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