Pepco Group N.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.53% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 5.73 | |
| 0.0000 | 0.00 | |
| 0.9663 | 203.27 | |
| 0.0430 | 5.75 |
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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