Valaris Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:114.84% (-14.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1229 | 17.25 | |
| 0.0851 | 16.81 | |
| 0.7737 | 89.20 | |
| 1.1289 | 8.33 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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