V-Lab
Valaris Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:38.19% (+0.10%)
Analysis last updated: Friday, May 10, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 3.32 | |
| 0.0205 | 4.94 | |
| 0.9593 | 287.23 | |
| 0.2792 | 3.62 | |
| 2.6013 | 12.83 |
Estimation Period:
Apr 30, 2021 to May 10, 2024
Apr 30, 2021 to May 10, 2024