PJT Partners Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.39% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6273 | 6.44 | |
| 0.1000 | 3.26 | |
| 0.7057 | 11.23 | |
| 0.3204 | 4.21 | |
| -0.4442 | -3.89 | |
| 0.2003 | 2.45 | |
| -0.1082 | -1.76 |
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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