Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.64% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 15.18 | |
| 0.0272 | 17.53 | |
| 0.9401 | 584.28 | |
| 0.0500 | 11.42 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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