Duke Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.20% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 17.31 | |
| 0.0452 | 23.33 | |
| 0.9242 | 493.69 | |
| 0.0440 | 9.68 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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