Valero Energy Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
39.73%
decreased by 0.31%
1 Week
39.84%
decreased by 0.20%
1 Month
40.25%
increased by 0.21%
Analysis last updated: Tuesday, June 16, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 17.75 | |
| 0.1077 | 34.42 | |
| 0.9873 | 1,449.72 | |
| -0.0307 | -10.50 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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