Pepco Holdings LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 24th, 2016):
1 Day
69.37%
1 Week
58.63%
1 Month
41.19%
Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 7.75 | |
| 0.2160 | 15.76 | |
| 0.9108 | 99.75 | |
| -0.0647 | -2.98 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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