Valaris Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:54.83% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3846 | 9.50 | |
| 0.3005 | 8.96 | |
| 0.8323 | 47.70 | |
| -0.0472 | -3.37 |
Estimation Period:
Apr 30, 2021 to Feb 20, 2026
Apr 30, 2021 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities