Valaris Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.98% (+1.49%)
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
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