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Valneva Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.52% (-0.27%)
Analysis last updated: Tuesday, February 10, 2026 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valneva Se S0GARCH
paramt-stat
ω1.15493.72
α0.05422.88
β0.887018.57
γ11.33261.21
γ2-2.4367-1.33
γ32.08571.74
γ4-1.4126-1.54
γ51.09071.31
γ6-0.9693-1.31
γ7-0.3256-0.35
γ81.08121.18
γ9-0.4332-0.66
γ10-0.0700-0.18
Estimation Period:
Jul 1, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts