Pepco Group N.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.80% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0206 | 3.13 | |
| 0.0846 | 15.76 | |
| 0.9821 | 207.93 | |
| 4.2146 | 6.18 |
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Jun 16, 2021 to Feb 6, 2026
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