Pentair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.14% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 9.77 | |
| 0.0010 | 0.90 | |
| 0.9575 | 414.34 | |
| 0.0504 | 17.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities