Vulcan Materials Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
31.89%
decreased by 0.30%
1 Week
31.90%
decreased by 0.29%
1 Month
31.97%
decreased by 0.22%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 15.43 | |
| 0.0277 | 17.88 | |
| 0.9400 | 587.10 | |
| 0.0491 | 11.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities