Electricity Generating Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.26% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9700 | 4.12 | |
| 0.0745 | 6.17 | |
| 0.8737 | 43.52 | |
| -0.1504 | -3.89 | |
| 0.2269 | 4.19 | |
| -0.1179 | -3.26 | |
| 0.0682 | 2.00 | |
| -0.0318 | -0.99 | |
| 0.0147 | 0.43 | |
| 0.0056 | 0.12 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Electricity Generating Pcl Analyses
Other Spline-GARCH Analyses on International Equities