V-Lab
V-Lab
Consolidated Edison Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:21.49% (+2.10%)

Analysis last updated: Wednesday, April 17, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consolidated Edison Inc AGARCH
paramt-stat
ω0.024124.58
α0.072638.95
β0.9096437.54
γ0.18599.94
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts