Pentair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.71% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 9.79 | |
| 0.0010 | 0.89 | |
| 0.9579 | 420.13 | |
| 0.0500 | 17.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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