Valero Energy Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.41% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0282 | 13.38 | |
| 0.7993 | 44.93 | |
| 0.0715 | 14.57 | |
| 0.0384 | 1.37 | |
| 0.0390 | 2.38 | |
| 0.9546 | 47.11 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities