UGI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.22% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1521 | 27.72 | |
| 0.0775 | 15.08 | |
| 0.8234 | 195.67 | |
| 0.0744 | 6.86 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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