Pinnacle West Capital Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.35%
decreased by 0.43%
1 Week
21.49%
decreased by 0.29%
1 Month
22.01%
increased by 0.23%
Analysis last updated: Saturday, June 13, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 8.87 | |
| 0.1307 | 39.71 | |
| 0.9848 | 993.75 | |
| -0.0519 | -14.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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