Hello, im also from Valencia.
The thing is, Banega didnt say he is leaving valencia; looks like skysports did a bad translation.
He said "«No sé nada del Everton. La única noticia que tengo es que me quedo en el Valencia»" wich means " I don't know anything about Everton. The only thing i know is that I WILL stay in Valencia.
As you can see they translated I WILL as I WON'T.