PBF Energy Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.02% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 6.33 | |
| 0.1021 | 14.02 | |
| 0.9932 | 1,108.47 | |
| -0.0331 | -6.02 |
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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