Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.86% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 15.19 | |
| 0.0272 | 17.55 | |
| 0.9402 | 585.04 | |
| 0.0499 | 11.41 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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