Valaris Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
49.79%
decreased by 0.48%
1 Week
49.66%
decreased by 0.61%
1 Month
49.51%
decreased by 0.76%
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 | |
|---|---|---|
| 2.1543 | 11.60 | |
| 0.1349 | 4.43 | |
| 0.6311 | 19.57 | |
| 0.0237 | 0.76 |
Estimation Period:
Apr 30, 2021 to Jun 5, 2026
Apr 30, 2021 to Jun 5, 2026
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