PJT Partners Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.29% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 11.64 | |
| 0.1439 | 14.14 | |
| 0.9467 | 235.03 | |
| -0.0494 | -6.72 |
Estimation Period:
Sep 22, 2015 to Feb 13, 2026
Sep 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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