NRG Energy Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
48.67%
decreased by 2.36%
1 Week
48.47%
decreased by 2.56%
1 Month
47.75%
decreased by 3.28%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 5.71 | |
| 0.0806 | 30.95 | |
| 0.9016 | 252.00 | |
| 0.9106 | 10.90 |
Estimation Period:
Dec 2, 2003 to Jun 12, 2026
Dec 2, 2003 to Jun 12, 2026
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