Valero Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.66% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 18.20 | |
| 0.0292 | 17.79 | |
| 0.9450 | 614.42 | |
| 0.0327 | 8.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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