PagerDuty, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.28% (-21.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7870 | 10.70 | |
| 0.1069 | 4.77 | |
| 0.6183 | 28.98 | |
| 0.1681 | 4.26 |
Estimation Period:
Apr 11, 2019 to Feb 6, 2026
Apr 11, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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