Pepco Group N.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3204 | 3.37 | |
| 0.0558 | 5.78 | |
| 0.9510 | 100.05 | |
| 3.7340 | 2.69 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
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