Valero Energy Corp GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.34%
decreased by 0.58%
1 Week
35.40%
decreased by 0.52%
1 Month
35.65%
decreased by 0.27%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 17.34 | |
| 0.0467 | 32.29 | |
| 0.9446 | 583.46 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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