The Power And Water Utility GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.93% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0274 | 8.61 | |
| 0.1427 | 5.51 | |
| 0.5291 | 10.96 | |
| -0.0913 | -2.55 |
Estimation Period:
Nov 24, 2022 to Feb 5, 2026
Nov 24, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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