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V-Lab

Valneva SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.10% (-1.63%)
Analysis last updated: Wednesday, February 11, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valneva SE S0GARCH
paramt-stat
ω0.67993.93
α0.08315.69
β0.857832.45
γ1-0.5754-2.07
γ21.07772.57
γ3-0.7643-2.42
γ40.41241.14
γ5-0.5013-1.27
γ60.65522.18
γ70.01350.06
γ8-0.9381-4.25
γ90.91054.03
γ10-0.3373-1.84
Estimation Period:
Jun 28, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts