PJT Partners Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.80% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3716 | 11.55 | |
| 0.0190 | 4.54 | |
| 0.8515 | 100.37 | |
| 0.0823 | 5.64 |
Estimation Period:
Sep 22, 2015 to Feb 6, 2026
Sep 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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