V-Lab: Valaris Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Valaris Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.61% (+0.09%)

Analysis last updated: Friday, April 26, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9962	6.16
$α$	0.0160	1.26
$β$	0.9523	22.70
$γ_{1}$	-0.2330	-2.03

Estimation Period:
Apr 30, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts