Valneva SE Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.73% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6660 | 3.81 | |
| 0.0835 | 5.73 | |
| 0.8579 | 32.73 | |
| -0.6145 | -2.20 | |
| 1.1426 | 2.72 | |
| -0.8120 | -2.58 | |
| 0.4522 | 1.26 | |
| -0.5310 | -1.34 | |
| 0.6719 | 2.24 | |
| 0.0091 | 0.04 | |
| -0.9430 | -4.14 | |
| 0.9240 | 3.38 | |
| -0.3713 | -0.90 |
Estimation Period:
Jun 28, 2007 to Feb 6, 2026
Jun 28, 2007 to Feb 6, 2026
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