Public Service Enterprise Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
22.73%
increased by 1.79%
1 Week
22.68%
increased by 1.74%
1 Month
22.50%
increased by 1.56%
Analysis last updated: Monday, June 8, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 23.82 | |
| 0.0449 | 17.88 | |
| 0.9154 | 441.80 | |
| 0.0414 | 8.36 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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