Pepco Group N.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.65% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 5.15 | |
| 0.0451 | 7.06 | |
| 0.9089 | 198.11 | |
| 0.0920 | 6.79 |
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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