V-Lab
V-Lab
PG&E Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.46% (-0.02%)

Analysis last updated: Wednesday, May 1, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PG&E Corp GJR-GARCH
paramt-stat
ω0.021111.14
α0.02199.52
β0.9402430.48
γ0.065316.34
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts