Pepco Group N.V. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 4.64 | |
| 0.1619 | 18.27 | |
| 0.9893 | 446.63 | |
| -0.0592 | -5.77 |
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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