V-Lab
V-Lab
Valero Energy Corp GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:30.09% (-0.69%)

Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valero Energy Corp GARCH
paramt-stat
ω0.053016.73
α0.050834.05
β0.9406579.16
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts