Valero Energy Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.69% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 17.56 | |
| 0.1079 | 34.32 | |
| 0.9872 | 1,443.29 | |
| -0.0313 | -10.63 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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