Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.83% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 25.58 | |
| 0.0569 | 19.23 | |
| 0.9125 | 445.54 | |
| 0.0278 | 5.19 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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