Valaris Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:87.60% (-15.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7324 | 10.02 | |
| 0.1278 | 4.64 | |
| 0.6700 | 21.32 | |
| 0.0543 | 1.86 |
Estimation Period:
Apr 30, 2021 to Feb 13, 2026
Apr 30, 2021 to Feb 13, 2026
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