NRG Energy Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
53.73%
decreased by 2.11%
1 Week
53.57%
decreased by 2.27%
1 Month
53.01%
decreased by 2.83%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 10.82 | |
| 0.1324 | 28.02 | |
| 0.9853 | 672.53 | |
| -0.0514 | -11.80 |
Estimation Period:
Dec 2, 2003 to Jun 12, 2026
Dec 2, 2003 to Jun 12, 2026
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