Pepco Group N.V. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.12% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1431 | 4.81 | |
| 0.0504 | 13.53 | |
| 0.9237 | 182.58 | |
| 0.5780 | 1.67 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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