Public Service Enterprise Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.76% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 23.89 | |
| 0.0456 | 17.95 | |
| 0.9143 | 437.02 | |
| 0.0420 | 8.35 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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