Valaris Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.38%
decreased by 1.99%
1 Week
46.28%
increased by 1.91%
1 Month
48.51%
increased by 4.14%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9662 | 24.72 | |
| 0.1836 | 8.52 | |
| 0.4043 | 25.44 | |
| 0.0385 | 0.31 |
Estimation Period:
Apr 30, 2021 to Jun 12, 2026
Apr 30, 2021 to Jun 12, 2026
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