Valaris Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.74% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1542 | 3.92 | |
| 0.0057 | 1.42 | |
| 0.9513 | 203.01 | |
| 0.0500 | 4.00 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
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