Pepco Group N.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.56% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1945 | 2.61 | |
| 0.0361 | 0.63 | |
| -0.1127 | -2.38 | |
| 0.7361 | 0.25 | |
| 0.4901 | 0.35 | |
| 0.4733 | 0.29 |
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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