Valneva SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.39% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 14.26 | |
| 0.0562 | 15.18 | |
| 0.9203 | 411.60 | |
| 0.0469 | 6.33 |
Estimation Period:
Jun 28, 2007 to Feb 6, 2026
Jun 28, 2007 to Feb 6, 2026
News Impact Curve
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