Skip to main content
V-Lab

Pepco Group N.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.18% (-0.32%)
Analysis last updated: Sunday, February 8, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pepco Group N.V. S0GARCH
paramt-stat
ω0.69443.67
α0.03921.52
β0.82025.69
γ10.33720.11
γ21.54930.34
γ3-8.1017-2.20
γ415.29923.60
γ5-15.3619-2.41
γ66.79011.01
γ71.16890.25
γ8-3.4639-1.11
γ92.70811.17
Estimation Period:
May 26, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts