Valneva SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.10% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6799 | 3.93 | |
| 0.0831 | 5.69 | |
| 0.8578 | 32.45 | |
| -0.5754 | -2.07 | |
| 1.0777 | 2.57 | |
| -0.7643 | -2.42 | |
| 0.4124 | 1.14 | |
| -0.5013 | -1.27 | |
| 0.6552 | 2.18 | |
| 0.0135 | 0.06 | |
| -0.9381 | -4.25 | |
| 0.9105 | 4.03 | |
| -0.3373 | -1.84 |
Estimation Period:
Jun 28, 2007 to Feb 6, 2026
Jun 28, 2007 to Feb 6, 2026
News Impact Curve
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