Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:40.36% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 15.32 | |
| 0.0278 | 17.80 | |
| 0.9397 | 583.68 | |
| 0.0497 | 11.33 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
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