Sempra GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.62% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 17.96 | |
| 0.0328 | 9.92 | |
| 0.9034 | 183.58 | |
| 0.0864 | 14.68 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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