Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.56% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.30 | |
| 0.0279 | 17.81 | |
| 0.9396 | 581.80 | |
| 0.0498 | 11.28 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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