V-Lab
V-Lab
PG&E Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.24% (-0.23%)

Analysis last updated: Thursday, May 16, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PG&E Corp GJR-GARCH
paramt-stat
ω0.021111.13
α0.02199.51
β0.9400429.23
γ0.065516.38
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts