Vulcan Materials Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.84% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0423 | 20.45 | |
| 0.8813 | 226.37 | |
| 0.0654 | 17.40 | |
| 0.0042 | 5.73 | |
| 0.0124 | 10.75 | |
| 0.9865 | 761.79 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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