Sempra GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
21.18%
decreased by 0.79%
1 Week
21.26%
decreased by 0.71%
1 Month
21.53%
decreased by 0.44%
Analysis last updated: Tuesday, June 16, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 17.97 | |
| 0.0323 | 9.92 | |
| 0.9042 | 186.47 | |
| 0.0858 | 14.77 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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