NRG Energy Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.14% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 10.81 | |
| 0.1352 | 27.63 | |
| 0.9847 | 639.42 | |
| -0.0521 | -11.64 |
Estimation Period:
Dec 2, 2003 to Feb 6, 2026
Dec 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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