V-Lab
Pentair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:22.67% (-0.13%)
Analysis last updated: Thursday, May 9, 2024 at 09:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 9.38 | |
| 0.0020 | 1.81 | |
| 0.9614 | 452.87 | |
| 0.0436 | 16.56 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024