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Electricity Generating Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.72% (-0.40%)
Analysis last updated: Sunday, February 8, 2026 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Electricity Generating Pcl S0GARCH
paramt-stat
ω0.99224.18
α0.07496.21
β0.873844.10
γ1-0.1446-3.75
γ20.21824.03
γ3-0.1137-3.12
γ40.06751.97
γ5-0.0365-1.17
γ60.03001.02
γ7-0.0365-1.59
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts