PG&E Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.97% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0735 | 13.29 | |
| 0.6586 | 34.61 | |
| 0.1012 | 11.14 | |
| 0.0458 | 1.43 | |
| 0.1062 | 1.78 | |
| 0.8794 | 12.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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