PG&E Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.85% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0740 | 13.46 | |
| 0.6587 | 34.61 | |
| 0.1004 | 11.12 | |
| 0.0460 | 1.43 | |
| 0.1069 | 1.78 | |
| 0.8787 | 12.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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