PPG Industries Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.07%
increased by 0.36%
1 Week
26.13%
increased by 0.42%
1 Month
26.36%
increased by 0.65%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 16.66 | |
| 0.0269 | 13.26 | |
| 0.9073 | 407.96 | |
| 0.0856 | 14.46 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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