Sempra GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.80%
increased by 3.73%
1 Week
25.70%
increased by 3.63%
1 Month
25.33%
increased by 3.26%
Analysis last updated: Monday, June 8, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 17.98 | |
| 0.0323 | 9.92 | |
| 0.9042 | 186.31 | |
| 0.0858 | 14.76 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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