Valaris Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.39% (-21.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5618 | 23.89 | |
| 0.1998 | 8.97 | |
| 0.4302 | 28.97 | |
| 0.2758 | 2.23 |
Estimation Period:
Apr 30, 2021 to Feb 13, 2026
Apr 30, 2021 to Feb 13, 2026
News Impact Curve
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