PG&E Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.24%
decreased by 0.74%
1 Week
29.26%
decreased by 0.72%
1 Month
29.33%
decreased by 0.65%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 11.45 | |
| 0.0208 | 9.81 | |
| 0.9430 | 471.03 | |
| 0.0616 | 16.07 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities