Pepco Group N.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.18% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.9759 | 262.42 | |
| 0.0329 | 7.75 | |
| 3.0110 | 0.11 | |
| 0.2073 | 0.12 | |
| 0.3252 | 0.05 |
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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