Pepco Group N.V. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.17% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1023 | 1.87 | |
| 0.1481 | 28.14 | |
| 0.8410 | 144.85 | |
| 1.1092 | 8.35 |
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Jun 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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