Vulcan Materials Co MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.18%
decreased by 0.61%
1 Week
31.89%
decreased by 0.90%
1 Month
31.07%
decreased by 1.72%
Analysis last updated: Saturday, June 13, 2026 at 12:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0417 | 20.58 | |
| 0.8823 | 228.99 | |
| 0.0646 | 17.44 | |
| 0.0043 | 5.71 | |
| 0.0124 | 10.71 | |
| 0.9865 | 757.09 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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