V-Lab
V-Lab
Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.67% (-0.58%)

Analysis last updated: Friday, May 17, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vulcan Materials Co GJR-GARCH
paramt-stat
ω0.035015.26
α0.029618.03
β0.9369549.48
γ0.051510.96
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts