Sempra GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.40% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 17.97 | |
| 0.0328 | 9.92 | |
| 0.9034 | 183.50 | |
| 0.0865 | 14.70 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities