Valero Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.41% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 18.19 | |
| 0.0291 | 17.84 | |
| 0.9450 | 614.85 | |
| 0.0328 | 8.80 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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