V-Lab: Valaris Ltd Asy. MEM Volatility Analysis

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V-Lab

Valaris Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.55% (-0.29%)

Analysis last updated: Friday, April 26, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3861	15.11
$α$	0.2387	10.50
$β$	0.5650	28.21
$γ$	-0.0313	-0.96

Estimation Period:
Apr 30, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts