NRG Energy Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.12% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0208 | 8.17 | |
| 0.8892 | 106.64 | |
| 0.1025 | 14.60 | |
| 0.0270 | 1.86 | |
| 0.0176 | 2.32 | |
| 0.9782 | 95.81 |
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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