Delek US Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.65% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1600 | 12.12 | |
| 0.0375 | 11.87 | |
| 0.9293 | 290.03 | |
| 0.0369 | 5.12 |
Estimation Period:
May 4, 2006 to Feb 6, 2026
May 4, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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