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V-Lab

Pepco Group N.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (-0.33%)
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. SGARCH
paramt-stat
ω0.68773.62
α0.03611.56
β0.82625.77
γ10.07940.03
γ21.94520.43
γ3-8.3362-2.30
γ415.47703.70
γ5-15.5458-2.49
γ67.09351.07
γ70.56830.12
γ8-2.1833-0.55
γ9-0.5938-0.10
Estimation Period:
May 26, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts