V-Lab: Pentair PLC GJR-GARCH Volatility Analysis

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V-Lab

Pentair PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.98% (-0.13%)

Analysis last updated: Friday, April 26, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0558	9.39
$α$	0.0020	1.79
$β$	0.9614	451.57
$γ$	0.0437	16.56

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts