PG&E Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.26%
decreased by 0.78%
1 Week
27.47%
decreased by 0.57%
1 Month
28.32%
increased by 0.28%
Analysis last updated: Saturday, June 13, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 8.33 | |
| 0.1218 | 26.48 | |
| 0.9932 | 1,636.22 | |
| -0.0601 | -16.43 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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