Pepco Holdings LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, March 24th, 2016):
1 Day
65.39%
1 Week
62.03%
1 Month
51.98%
Analysis last updated: Wednesday, March 23, 2016 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1821 | 10.49 | |
| 0.2741 | 13.52 | |
| 0.5360 | 23.48 | |
| 0.2514 | 13.01 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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