Valneva SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.63% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6800 | 3.93 | |
| 0.0831 | 5.69 | |
| 0.8578 | 32.48 | |
| -0.5746 | -2.07 | |
| 1.0763 | 2.56 | |
| -0.7630 | -2.42 | |
| 0.4112 | 1.14 | |
| -0.5003 | -1.26 | |
| 0.6542 | 2.18 | |
| 0.0141 | 0.06 | |
| -0.9382 | -4.25 | |
| 0.9104 | 4.05 | |
| -0.3366 | -1.86 |
Estimation Period:
Jun 28, 2007 to Feb 13, 2026
Jun 28, 2007 to Feb 13, 2026
News Impact Curve
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