Public Service Enterprise Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.02%
decreased by 0.34%
1 Week
21.03%
decreased by 0.33%
1 Month
21.07%
decreased by 0.29%
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 | |
|---|---|---|
| 0.0343 | 23.81 | |
| 0.0449 | 17.88 | |
| 0.9154 | 442.03 | |
| 0.0414 | 8.36 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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