California Water Service Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.92% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 19.64 | |
| 0.0653 | 20.47 | |
| 0.9181 | 478.17 | |
| 0.0135 | 2.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other California Water Service Group Analyses
Other GJR-GARCH Analyses on Equities