Valero Energy Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
38.00%
increased by 0.28%
1 Week
38.60%
increased by 0.88%
1 Month
39.33%
increased by 1.61%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0273 | 13.09 | |
| 0.8010 | 44.94 | |
| 0.0709 | 14.51 | |
| 0.0384 | 1.34 | |
| 0.0393 | 2.34 | |
| 0.9543 | 46.13 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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