NRG Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.20% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 10.74 | |
| 0.0207 | 10.09 | |
| 0.9283 | 344.96 | |
| 0.0793 | 12.02 |
Estimation Period:
Dec 2, 2003 to Feb 6, 2026
Dec 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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