Pegasystems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.66% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 7.13 | |
| 0.0080 | 8.49 | |
| 0.9746 | 1,022.71 | |
| 0.0289 | 12.77 |
Estimation Period:
Jul 19, 1996 to Feb 6, 2026
Jul 19, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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