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V-Lab

Valneva SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.63% (-2.38%)
Analysis last updated: Saturday, February 14, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valneva SE S0GARCH
paramt-stat
ω0.68003.93
α0.08315.69
β0.857832.48
γ1-0.5746-2.07
γ21.07632.56
γ3-0.7630-2.42
γ40.41121.14
γ5-0.5003-1.26
γ60.65422.18
γ70.01410.06
γ8-0.9382-4.25
γ90.91044.05
γ10-0.3366-1.86
Estimation Period:
Jun 28, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts