Valero Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.71% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 18.17 | |
| 0.0290 | 17.82 | |
| 0.9451 | 615.28 | |
| 0.0329 | 8.86 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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