Valaris Ltd APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
49.69%
increased by 0.07%
1 Week
49.79%
increased by 0.17%
1 Month
49.98%
increased by 0.36%
Analysis last updated: Monday, June 8, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.52 | |
| 0.1356 | 6.73 | |
| 0.7386 | 25.07 | |
| 0.0624 | 1.82 | |
| 1.7277 | 13.21 |
Estimation Period:
Apr 30, 2021 to Jun 5, 2026
Apr 30, 2021 to Jun 5, 2026
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