V-Lab: Valaris Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Valaris Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:37.75% (-0.01%)

Analysis last updated: Friday, May 10, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1250	5.22
$α$	0.0263	2.53
$β$	0.9614	58.99
$γ_{1}$	0.0481	1.17

Estimation Period:
Apr 30, 2021 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts