NRG Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.51% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 10.73 | |
| 0.0205 | 10.05 | |
| 0.9285 | 346.72 | |
| 0.0793 | 12.04 |
Estimation Period:
Dec 2, 2003 to Feb 20, 2026
Dec 2, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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