Pepco Holdings LLC APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 24th, 2016):
1 Day
122.46%
1 Week
112.76%
1 Month
85.53%
Analysis last updated: Wednesday, March 23, 2016 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1615 | 5.41 | |
| 0.1276 | 11.30 | |
| 0.7820 | 44.96 | |
| 0.1414 | 5.50 | |
| 2.0256 | 10.20 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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