Pentair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.62% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 9.80 | |
| 0.0010 | 0.90 | |
| 0.9580 | 421.85 | |
| 0.0498 | 17.79 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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