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V-Lab

Pepco Group N.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.40% (-1.07%)
Analysis last updated: Saturday, February 7, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pepco Group N.V. S0GARCH
paramt-stat
ω1.01243.16
α0.16253.46
β0.00000.00
γ1-0.2990-0.05
γ22.85390.34
γ3-7.5338-1.86
γ413.51554.69
γ5-15.5213-4.65
γ69.30192.58
γ7-2.0018-0.67
γ8-2.3912-1.06
γ93.42322.22
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts