Valaris Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.60% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8424 | 6.31 | |
| 0.1003 | 1.92 | |
| 0.5451 | 2.64 | |
| -0.6885 | -3.45 | |
| 1.1398 | 4.18 | |
| -0.6167 | -4.81 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Valaris Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Equities