Sempra GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.03% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 17.98 | |
| 0.0330 | 9.89 | |
| 0.9030 | 182.06 | |
| 0.0866 | 14.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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