NRG Energy Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.04% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 11.33 | |
| 0.0730 | 26.49 | |
| 0.9128 | 247.23 |
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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