Pinnacle West Capital Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
22.36%
increased by 1.01%
1 Week
22.40%
increased by 1.05%
1 Month
22.58%
increased by 1.23%
Analysis last updated: Monday, June 8, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 18.57 | |
| 0.0471 | 15.16 | |
| 0.9129 | 477.18 | |
| 0.0537 | 7.20 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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