V-Lab
V-Lab
Vulcan Materials Co AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.16% (-0.64%)

Analysis last updated: Friday, May 17, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vulcan Materials Co AGARCH
paramt-stat
ω0.032012.42
α0.064837.52
β0.9244486.52
γ0.430912.30
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts