Duke Energy Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.07%
increased by 1.21%
1 Week
20.11%
increased by 1.25%
1 Month
20.25%
increased by 1.39%
Analysis last updated: Monday, June 8, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 17.29 | |
| 0.0445 | 23.23 | |
| 0.9247 | 496.86 | |
| 0.0445 | 9.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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