PPL Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.14%
decreased by 0.28%
1 Week
20.18%
decreased by 0.24%
1 Month
20.33%
decreased by 0.09%
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 | |
|---|---|---|
| 0.0168 | 13.63 | |
| 0.0166 | 13.53 | |
| 0.9503 | 571.41 | |
| 0.0496 | 13.68 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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