Pepco Holdings LLC MEM Volatility Analysis
Inactive
Last recorded values (Thursday, March 24th, 2016):
1 Day
84.37%
1 Week
78.15%
1 Month
60.87%
Analysis last updated: Friday, April 29, 2016 at 06:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2061 | 5.29 | |
| 0.4203 | 11.85 | |
| 0.4952 | 15.18 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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