Valaris Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:53.32% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7945 | 5.88 | |
| 0.1444 | 1.78 | |
| 0.5046 | 3.35 | |
| -0.7176 | -3.22 | |
| 1.1728 | 3.38 | |
| -0.5331 | -1.11 |
Estimation Period:
Apr 30, 2021 to Feb 20, 2026
Apr 30, 2021 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities