UGI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.32% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1500 | 27.56 | |
| 0.0766 | 14.98 | |
| 0.8252 | 196.86 | |
| 0.0745 | 6.90 |
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