UGI Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.03%
decreased by 0.82%
1 Week
21.52%
decreased by 0.33%
1 Month
22.80%
increased by 0.95%
Analysis last updated: Saturday, June 13, 2026 at 12:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1541 | 28.07 | |
| 0.0780 | 15.27 | |
| 0.8223 | 197.49 | |
| 0.0741 | 6.95 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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