PG&E Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.25% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.46 | |
| 0.0211 | 9.78 | |
| 0.9419 | 457.88 | |
| 0.0631 | 16.23 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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