V-Lab
Valaris Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:35.79% (-0.39%)
Analysis last updated: Thursday, May 9, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 1.08 | |
| 0.0507 | 10.46 | |
| 0.9980 | 654.44 | |
| -0.0217 | -4.32 |
Estimation Period:
Apr 30, 2021 to May 3, 2024
Apr 30, 2021 to May 3, 2024