NRG Energy Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.70% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0211 | 8.19 | |
| 0.8890 | 106.22 | |
| 0.1024 | 14.55 | |
| 0.0269 | 1.84 | |
| 0.0176 | 2.32 | |
| 0.9782 | 95.62 |
Estimation Period:
Dec 2, 2003 to Feb 6, 2026
Dec 2, 2003 to Feb 6, 2026
News Impact Curve
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