Consolidated Edison Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.86%
increased by 0.55%
1 Week
21.80%
increased by 0.49%
1 Month
21.60%
increased by 0.29%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 12.73 | |
| 0.1465 | 36.82 | |
| 0.9812 | 1,193.64 | |
| -0.0318 | -9.71 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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