V-Lab
V-Lab
Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.93% (-0.74%)

Analysis last updated: Tuesday, April 23, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consolidated Edison Inc GJR-GARCH
paramt-stat
ω0.022223.69
α0.054118.62
β0.9161446.42
γ0.02975.61
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts