Valaris Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.53% (-6.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8605 | 10.69 | |
| 0.1284 | 4.64 | |
| 0.6535 | 20.50 | |
| 0.0566 | 1.95 |
Estimation Period:
Apr 30, 2021 to Feb 20, 2026
Apr 30, 2021 to Feb 20, 2026
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