PBF Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.61% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 7.34 | |
| 0.0226 | 7.41 | |
| 0.9575 | 359.43 | |
| 0.0287 | 3.44 |
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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