Valaris Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:88.49% (+30.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3119 | 8.20 | |
| 0.1972 | 10.47 | |
| 0.8587 | 49.58 | |
| -0.0663 | -4.37 |
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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