Pepco Group N.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6877 | 3.62 | |
| 0.0361 | 1.56 | |
| 0.8262 | 5.77 | |
| 0.0794 | 0.03 | |
| 1.9452 | 0.43 | |
| -8.3362 | -2.30 | |
| 15.4770 | 3.70 | |
| -15.5458 | -2.49 | |
| 7.0935 | 1.07 | |
| 0.5683 | 0.12 | |
| -2.1833 | -0.55 | |
| -0.5938 | -0.10 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
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