Pentair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.54% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1354 | 2.32 | |
| 0.0347 | 2.60 | |
| 0.8564 | 29.65 | |
| 0.1590 | 2.58 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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