PJT Partners Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.98% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3983 | 7.77 | |
| 0.1007 | 10.55 | |
| 0.9070 | 72.33 | |
| 4.5417 | 3.84 |
Estimation Period:
Sep 22, 2015 to Feb 13, 2026
Sep 22, 2015 to Feb 13, 2026
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