Pepco Group N.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.18% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6944 | 3.67 | |
| 0.0392 | 1.52 | |
| 0.8202 | 5.69 | |
| 0.3372 | 0.11 | |
| 1.5493 | 0.34 | |
| -8.1017 | -2.20 | |
| 15.2992 | 3.60 | |
| -15.3619 | -2.41 | |
| 6.7901 | 1.01 | |
| 1.1689 | 0.25 | |
| -3.4639 | -1.11 | |
| 2.7081 | 1.17 |
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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