PJT Partners Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.91% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4797 | 14.72 | |
| 0.0812 | 12.08 | |
| 0.8052 | 71.63 |
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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