Valaris Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:70.40% (-7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3526 | 13.17 | |
| 0.0868 | 6.66 | |
| 0.8592 | 69.37 | |
| 6.5317 | 1.34 |
Estimation Period:
Apr 30, 2021 to Feb 13, 2026
Apr 30, 2021 to Feb 13, 2026
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