Prudential Financial Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.98%
decreased by 0.69%
1 Week
22.45%
decreased by 0.22%
1 Month
23.99%
increased by 1.32%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 19.03 | |
| 0.0198 | 8.04 | |
| 0.8970 | 331.01 | |
| 0.1185 | 19.27 |
Estimation Period:
Dec 13, 2001 to Jun 5, 2026
Dec 13, 2001 to Jun 5, 2026
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