Valaris Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:80.48% (-13.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0646 | 3.83 | |
| 0.5890 | 19.05 | |
| 0.1469 | 13.14 | |
| 0.7547 | 1.08 | |
| 0.3271 | 1.96 | |
| 0.6144 | 2.52 |
Estimation Period:
Apr 30, 2021 to Feb 13, 2026
Apr 30, 2021 to Feb 13, 2026
News Impact Curve
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