NRG Energy Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
55.91%
decreased by 2.21%
1 Week
55.58%
decreased by 2.54%
1 Month
54.66%
decreased by 3.46%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0207 | 8.28 | |
| 0.8969 | 122.15 | |
| 0.0964 | 14.30 | |
| 0.0311 | 1.81 | |
| 0.0208 | 2.07 | |
| 0.9744 | 74.31 |
Estimation Period:
Dec 2, 2003 to Jun 12, 2026
Dec 2, 2003 to Jun 12, 2026
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