Valaris plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 5.15 | |
| 0.0821 | 40.62 | |
| 0.9980 | 2,283.85 | |
| -0.0331 | -13.82 |
Estimation Period:
Jan 2, 1990 to Feb 19, 2021
Jan 2, 1990 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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