Valaris Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
53.63%
increased by 5.95%
1 Week
52.14%
increased by 4.46%
1 Month
50.29%
increased by 2.61%
Analysis last updated: Tuesday, June 16, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1688 | 11.63 | |
| 0.1359 | 4.43 | |
| 0.6291 | 19.46 | |
| 0.0215 | 0.68 |
Estimation Period:
Apr 30, 2021 to Jun 12, 2026
Apr 30, 2021 to Jun 12, 2026
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