Consolidated Edison Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.46%
decreased by 0.47%
1 Week
19.45%
decreased by 0.48%
1 Month
19.41%
decreased by 0.52%
Analysis last updated: Friday, June 12, 2026 at 11:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 25.56 | |
| 0.0564 | 19.28 | |
| 0.9130 | 449.08 | |
| 0.0278 | 5.20 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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