Valero Energy Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.64% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0283 | 13.40 | |
| 0.7985 | 44.69 | |
| 0.0716 | 14.60 | |
| 0.0385 | 1.36 | |
| 0.0393 | 2.37 | |
| 0.9543 | 46.77 |
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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