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V-Lab

Pepco Group N.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.60% (-1.53%)
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. SGARCH
paramt-stat
ω1.00993.16
α0.16223.45
β0.00000.00
γ1-0.3720-0.06
γ22.99960.36
γ3-7.6998-1.90
γ413.72454.77
γ5-15.7957-4.76
γ69.76212.71
γ7-2.9505-0.96
γ8-0.2452-0.09
γ9-2.8579-0.70
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts