NRG Energy Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
54.75%
decreased by 1.72%
1 Week
54.51%
decreased by 1.96%
1 Month
53.60%
decreased by 2.87%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 10.58 | |
| 0.0195 | 9.97 | |
| 0.9312 | 370.10 | |
| 0.0771 | 12.10 |
Estimation Period:
Dec 2, 2003 to Jun 12, 2026
Dec 2, 2003 to Jun 12, 2026
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