Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.98%
increased by 5.30%
1 Week
31.01%
increased by 5.33%
1 Month
31.13%
increased by 5.45%
Analysis last updated: Monday, June 8, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 15.50 | |
| 0.0279 | 17.93 | |
| 0.9397 | 583.64 | |
| 0.0491 | 11.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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