PBF Energy Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.74% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 4.52 | |
| 0.0429 | 17.88 | |
| 0.9491 | 389.45 | |
| 1.1726 | 12.45 |
Estimation Period:
Dec 13, 2012 to Feb 6, 2026
Dec 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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