PG&E Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.98%
increased by 4.72%
1 Week
29.99%
increased by 4.73%
1 Month
30.03%
increased by 4.77%
Analysis last updated: Monday, June 8, 2026 at 09:48 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
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